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math.ST2023
Sparsity meets correlation in Gaussian sequence model
Subhodh Kotekal, Chao Gao
We study estimation of an -sparse signal in the -dimensional Gaussian sequence model with equicorrelated observations and derive the minimax rate. A new phenomenon emerges fr…
math.ST2023
Minimax Signal Detection in Sparse Additive Models
Subhodh Kotekal, Chao Gao
Sparse additive models are an attractive choice in circumstances calling for modelling flexibility in the face of high dimensionality. We study the signal detection problem and est…