Minimax optimal submatrix detection: Sharp non-asymptotic rates

Parker Knight, Julien Chhor

Given an observation $\mathbf{Y}\in {\mathbb{R}}^{d_1\times d_2}$ from the model $\mathbf{Y}=\mathbf{X}+\mathbf{E}$ where $\mathbf{X}$ is constant and $\mathbf{E}$ has i.i.d. $N(0,1)$…