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Electronic Journal of Statistics
Article . 2022 . Peer-reviewed
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zbMATH Open
Article . 2022
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https://dx.doi.org/10.48550/ar...
Article . 2021
License: arXiv Non-Exclusive Distribution
Data sources: Datacite
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Statistical limits of sparse mixture detection

Authors: Kotekal, Subhodh;

Statistical limits of sparse mixture detection

Abstract

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

Keywords

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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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average
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