
arXiv: 2104.02507
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.
70 pages; minor typos corrected
FOS: Computer and information sciences, Mathematics - Statistics Theory, Statistics Theory (math.ST), large deviations, Methodology (stat.ME), Large deviations, Bayesian problems; characterization of Bayes procedures, sparse mixture detection, phase transition, hypothesis testing, FOS: Mathematics, higher criticism, Nonparametric hypothesis testing, Statistics - Methodology
FOS: Computer and information sciences, Mathematics - Statistics Theory, Statistics Theory (math.ST), large deviations, Methodology (stat.ME), Large deviations, Bayesian problems; characterization of Bayes procedures, sparse mixture detection, phase transition, hypothesis testing, FOS: Mathematics, higher criticism, Nonparametric hypothesis testing, Statistics - Methodology
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