The sparse Poisson means model

DOI10.1214/15-EJS1066MaRDI QIDQ887263zbMATH OpenOpenAlexFDO

Authors Ery Arias-Castro, Meng Wang

Publication date 28 October 2015

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1505.01247, https://projecteuclid.org/euclid.ejs/1444053023

zbMATH Keywords

multiple testinggoodness-of-fit testsPearson's chi-squared testBonferroni's methodFisher's methodsparse normal means modelsparse Poisson means modelTukey's higher criticism

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Paired and multiple comparisons; multiple testing (62J15)

Abstract: We consider the problem of detecting a sparse Poisson mixture. Our results parallel those for the detection of a sparse normal mixture, pioneered by Ingster (1997) and Donoho and Jin (2004), when the Poisson means are larger than logarithmic in the sample size. In particular, a form of higher criticism achieves the detection boundary in the whole sparse regime. When the Poisson means are smaller than logarithmic in the sample size, a different regime arises in which simple multiple testing with Bonferroni correction is enough in the sparse regime. We present some numerical experiments that confirm our theoretical findings.

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Cited in

(15)

• Testing degree corrections in stochastic block models
• Global testing against sparse alternatives under Ising models
• The impossibility region for detecting sparse mixtures using the higher criticism
• Estimating linear functionals of a sparse family of Poisson means
• The sparse variance contamination model
• Higher criticism for discriminating word-frequency tables and authorship attribution
• Detection thresholds for the \(\beta\)-model on sparse graphs
• Signal detection via Phi-divergences for general mixtures
• Optimal detection of multi-sample aligned sparse signals
• Higher criticism to compare two large frequency tables, with sensitivity to possible rare and weak differences
• Estimation and confidence sets for sparse normal mixtures
• Detectability of nonparametric signals: higher criticism versus likelihood ratio
• Detection of sparse mixtures: higher criticism and scan statistic
• Statistical limits of sparse mixture detection
• Detection boundary for a sparse gamma scale mixture model

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