The sparse variance contamination model

DOI10.1080/02331888.2020.1823394MaRDI QIDQ4999854zbMATH OpenOpenAlexFDO

Authors Ery Arias-Castro, Rong Huang

Publication date 2 July 2021

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1807.10785

zbMATH Keywords

change in varianceGaussian mixtureshigher criticism testlikelihood ratio test

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Paired and multiple comparisons; multiple testing (62J15)

Abstract: We consider a Gaussian contamination (i.e., mixture) model where the contamination manifests itself as a change in variance. We study this model in various asymptotic regimes, in parallel with the work of Ingster (1997) and Donoho and Jin (2004), who considered a similar model where the contamination was in the mean instead.

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Cites work

• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
• Higher criticism for detecting sparse heterogeneous mixtures.
• Optimal detection of heterogeneous and heteroscedastic mixtures
• Optimal Detection of Sparse Mixtures Against a Given Null Distribution
• Some problems of hypothesis testing leading to infinitely divisible distributions
• Testing Statistical Hypotheses
• The asymptotic distribution of the supremum of the standardized empirical distribution function on subintervals

Cited in

(7)

• Semiparametric density testing in the contamination model
• Detection of sparse positive dependence
• Distribution-free tests for sparse heterogeneous mixtures
• Detection boundary for a sparse gamma scale mixture model
• Detecting sparse heterogeneous mixtures in a two-sample problem
• Optimal detection of sparse gamma scale admixture with twice the null mean
• Sparse anomaly detection across referentials: a rank-based higher criticism approach

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