The Sparse Variance Contamination Model
Statistics Theory
2018-07-31 v1 Statistics Theory
Abstract
We consider a Gaussian contamination (i.e., mixture) model where the contamination manifests itself as a change in variance. We study this model in various asymptotic regimes, in parallel with the work of Ingster (1997) and Donoho and Jin (2004), who considered a similar model where the contamination was in the mean instead.
Cite
@article{arxiv.1807.10785,
title = {The Sparse Variance Contamination Model},
author = {Ery Arias-Castro and Rong Huang},
journal= {arXiv preprint arXiv:1807.10785},
year = {2018}
}