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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 C\mathcal{C} of Rd\mathbb{R}^d. 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 dd and the sample size/variance parameter nn 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 C\mathcal{C}.

Keywords

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}
}
R2 v1 2026-06-22T18:16:47.030Z