The impossibility region for detecting sparse mixtures using the higher criticism

DOI10.1214/24-aap2086zbMATH Open1548.62185MaRDI QIDQ6620087

David L. Donoho, Alon Kipnis

Publication date: 16 October 2024

Published in: The Annals of Applied Probability (Search for Journal in Brave)

zbMATH Keywords

phase transitionempirical processmultiple testinghigher criticism

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15) Order statistics; empirical distribution functions (62G30) Paired and multiple comparisons; multiple testing (62J15)

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• Rare and weak effects in large-scale inference: methods and phase diagrams
• Feature selection by higher criticism thresholding achieves the optimal phase diagram

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