Connection between the selection problem for a sparse submatrix of a large-size matrix and the Bayesian problem of hypotheses testing
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Publication:2199139
DOI10.1007/S10958-020-04662-YzbMath1448.62075OpenAlexW2999391537MaRDI QIDQ2199139
O. V. Sokolov, Irina A. Suslina
Publication date: 16 September 2020
Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10958-020-04662-y
Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)
Cites Work
- Sharp detection of smooth signals in a high-dimensional sparse matrix with indirect observations
- On the maximal size of large-average and ANOVA-fit submatrices in a Gaussian random matrix
- Detection of a sparse submatrix of a high-dimensional noisy matrix
- Sharp variable selection of a sparse submatrix in a high-dimensional noisy matrix
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