Minimax Euclidean Separation Rates for Testing Convex Hypotheses in $\mathbb{R}^d$
Statistics Theory
2018-08-24 v2 Statistics Theory
Abstract
We consider composite-composite testing problems for the expectation in the Gaussian sequence model where the null hypothesis corresponds to a convex subset of . We adopt a minimax point of view and our primary objective is to describe the smallest Euclidean distance between the null and alternative hypotheses such that there is a test with small total error probability. In particular, we focus on the dependence of this distance on the dimension and the sample size/variance parameter giving rise to the minimax separation rate. In this paper we discuss lower and upper bounds on this rate for different smooth and non- smooth choices for .
Cite
@article{arxiv.1702.03760,
title = {Minimax Euclidean Separation Rates for Testing Convex Hypotheses in $\mathbb{R}^d$},
author = {Gilles Blanchard and Alexandra Carpentier and Maurilio Gutzeit},
journal= {arXiv preprint arXiv:1702.03760},
year = {2018}
}