Sparse signal detection in heteroscedastic Gaussian sequence models: sharp minimax rates
From MaRDI portal
Publication:6565316
DOI10.3150/23-bej1667zbMATH Open1542.94013MaRDI QIDQ6565316
Julien Chhor, Subhabrata Sen, Rajarshi Mukherjee
Publication date: 2 July 2024
Published in: Bernoulli (Search for Journal in Brave)
Cites Work
- Innovated higher criticism for detecting sparse signals in correlated noise
- Higher Criticism for Discriminating Word-Frequency Tables and Testing Authorship
- High-dimensional sparse MANOVA
- Testing composite hypotheses, Hermite polynomials and optimal estimation of a nonsmooth functional
- Global testing under sparse alternatives: ANOVA, multiple comparisons and the higher criticism
- On estimation of \(L_r\)-norms in Gaussian white noise models
- The fundamentals of modern statistical genetics
- Minimax nonparametric detection of signals in white Gaussian noise
- On estimation of the \(L_r\) norm of a regression function
- Some problems of hypothesis testing leading to infinitely divisible distributions
- Chebyshev polynomials, moment matching, and optimal estimation of the unseen
- Adaptive estimation of the sparsity in the Gaussian vector model
- Global testing against sparse alternatives under Ising models
- Nonparametric goodness-of-fit testing under Gaussian models
- Non-asymptotic minimax rates of testing in signal detection
- Higher criticism for detecting sparse heterogeneous mixtures.
- Non asymptotic minimax rates of testing in signal detection with heterogeneous variances
- Detection boundary in sparse regression
- Minimax estimation of linear and quadratic functionals on sparsity classes
- Minimax rates in sparse, high-dimensional change point detection
- The general goodness-of-fit tests for correlated data
- Sharp local minimax rates for goodness-of-fit testing in multivariate binomial and Poisson families and in multinomials
- Local minimax rates for closeness testing of discrete distributions
- Higher criticism to compare two large frequency tables, with sensitivity to possible rare and weak differences
- Minimax rate of testing in sparse linear regression
- On estimation of nonsmooth functionals of sparse normal means
- Distribution and correlation-free two-sample test of high-dimensional means
- Hypothesis testing for densities and high-dimensional multinomials: sharp local minimax rates
- Estimation of the \(\ell_2\)-norm and testing in sparse linear regression with unknown variance
- An Automatic Inequality Prover and Instance Optimal Identity Testing
- Minimax Rates of Entropy Estimation on Large Alphabets via Best Polynomial Approximation
- Minimax Estimation of Functionals of Discrete Distributions
- L p Testing and Learning of Discrete Distributions
- Optimal Detection of Heterogeneous and Heteroscedastic Mixtures
- Minimax Testing of Nonparametric Hypotheses on a Distribution Density in the $L_p$ Metrics
- On the Minimax Detection of an Inaccurately Known Signal in a White Gaussian Noise Background
- Simulation‐based hypothesis testing of high dimensional means under covariance heterogeneity
- Two-Sample Tests for High-Dimensional Linear Regression with an Application to Detecting Interactions
- Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings
- Two-Sample Test of High Dimensional Means Under Dependence
- Genetic Variant Set-Based Tests Using the Generalized Berk–Jones Statistic With Application to a Genome-Wide Association Study of Breast Cancer
- Distribution Testing Lower Bounds via Reductions from Communication Complexity
- On the spectral norm of Gaussian random matrices
- Two-sample tests of high-dimensional means for compositional data
- Upper and Lower Bounds for Stochastic Processes
- Topics and Techniques in Distribution Testing: A Biased but Representative Sample
- Statistical Inference for High-Dimensional Generalized Linear Models With Binary Outcomes
- A novel test by combining the maximum and minimum values among a large number of dependent \(Z\)-scores with application to genome wide association study
This page was built for publication: Sparse signal detection in heteroscedastic Gaussian sequence models: sharp minimax rates