Detecting a Path of Correlations in a Network
Statistics Theory
2016-12-23 v2 Statistics Theory
Abstract
We consider the problem of detecting an anomaly in the form of a path of correlations hidden in white noise. We provide a minimax lower bound and a test that, under mild assumptions, is able to achieve the lower bound up to a multiplicative constant.
Keywords
Cite
@article{arxiv.1511.01009,
title = {Detecting a Path of Correlations in a Network},
author = {Ery Arias-Castro and Gábor Lugosi and Nicolas Verzelen},
journal= {arXiv preprint arXiv:1511.01009},
year = {2016}
}
Comments
arXiv admin note: text overlap with arXiv:1504.06984