Statistical Limits of Sparse Mixture Detection

DOI10.1214/22-EJS2053MaRDI QIDQ6364651arXivFDO

Authors Subhodh Kotekal

Publication date 6 April 2021

Published in arXiv

Full work available at URL https://doi.org/10.1214/22-EJS2053

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Large deviations (60F10) Bayesian problems; characterization of Bayes procedures (62C10)

arXiv classification

math.STstat.MEstat.TH

Abstract: We consider the problem of detecting a general sparse mixture and obtain an explicit characterization of the phase transition under some conditions, generalizing the univariate results of Cai and Wu. Additionally, we provide a sufficient condition for the adaptive optimality of a Higher Criticism type testing statistic formulated by Gao and Ma. In the course of establishing these results, we offer a unified perspective through the large deviations theory. The phase transition and adaptive optimality we establish are direct consequences of the large deviation principle of the normalized log-likelihood ratios between the null and the signal distributions.

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