1.6k citations · 2k across the 26 of their papers we have counts for
3 papers · 1 filter
Detecting Markov Random Fields Hidden in White Noise
Ery Arias-Castro, Sébastien Bubeck, Gábor Lugosi +1
Motivated by change point problems in time series and the detection of textured objects in images, we consider the problem of detecting a piece of a Gaussian Markov random field hi…
Detecting positive correlations in a multivariate sample
Ery Arias-Castro, Sébastien Bubeck, Gábor Lugosi
We consider the problem of testing whether a correlation matrix of a multivariate normal population is the identity matrix. We focus on sparse classes of alternatives where only a…
Detection of correlations
Ery Arias-Castro, Sébastien Bubeck, Gábor Lugosi
We consider the hypothesis testing problem of deciding whether an observed high-dimensional vector has independent normal components or, alternatively, if it has a small subset of…