English
Related papers

Related papers: Optimal Detection For Sparse Mixtures

200 papers

This manuscript makes two contributions to the field of change-point detection. In a generalchange-point setting, we provide a generic algorithm for aggregating local homogeneity testsinto an estimator of change-points in a time series.…

Statistics Theory · Mathematics 2022-12-09 Emmanuel Pilliat , Alexandra Carpentier , Nicolas Verzelen

We are motivated by problems that arise in a number of applications such as Online Marketing and explosives detection, where the observations are usually modeled using Poisson statistics. We model each observation as a Poisson random…

Statistics Theory · Mathematics 2016-11-17 D. Motamedvaziri , M. H. Rohban , V. Saligrama

In this paper, we consider the problem of detecting signals in multiple, sequentially observed data streams. For each stream, the exact distribution is unknown, but characterized by a parameter that takes values in either of two disjoint…

Methodology · Statistics 2025-07-30 Yiming Xing , Anamitra Chaudhuri , Yifan Chen

We consider the problem of detecting a sparse mixture as studied by Ingster (1997) and Donoho and Jin (2004). We consider a wide array of base distributions. In particular, we study the situation when the base distribution has polynomial…

Statistics Theory · Mathematics 2018-02-27 Ery Arias-Castro , Andrew Ying

We propose a new approach for metric learning by framing it as learning a sparse combination of locally discriminative metrics that are inexpensive to generate from the training data. This flexible framework allows us to naturally derive…

Machine Learning · Computer Science 2019-01-25 Yuan Shi , Aurélien Bellet , Fei Sha

In the problem of learning mixtures of linear regressions, the goal is to learn a collection of signal vectors from a sequence of (possibly noisy) linear measurements, where each measurement is evaluated on an unknown signal drawn uniformly…

Machine Learning · Computer Science 2019-11-01 Akshay Krishnamurthy , Arya Mazumdar , Andrew McGregor , Soumyabrata Pal

While several papers have investigated computationally and statistically efficient methods for learning Gaussian mixtures, precise minimax bounds for their statistical performance as well as fundamental limits in high-dimensional settings…

Machine Learning · Statistics 2013-06-11 Martin Azizyan , Aarti Singh , Larry Wasserman

Sparse additive models are an attractive choice in circumstances calling for modelling flexibility in the face of high dimensionality. We study the signal detection problem and establish the minimax separation rate for the detection of a…

Statistics Theory · Mathematics 2024-10-03 Subhodh Kotekal , Chao Gao

For high dimensional statistical models, researchers have begun to focus on situations which can be described as having relatively few moderately large coefficients. Such situations lead to some very subtle statistical problems. In…

Statistics Theory · Mathematics 2009-09-29 T. Tony Cai , Jiashun Jin , Mark G. Low

We are motivated by problems that arise in a number of applications such as Online Marketing and Explosives detection, where the observations are usually modeled using Poisson statistics. We model each observation as a Poisson random…

Machine Learning · Statistics 2016-06-29 Mohammad H. Rohban , Delaram Motamedvaziri , Venkatesh Saligrama

A popular approach within the signal processing and machine learning communities consists in modelling signals as sparse linear combinations of atoms selected from a learned dictionary. While this paradigm has led to numerous empirical…

Machine Learning · Computer Science 2015-08-25 Rémi Gribonval , Rodolphe Jenatton , Francis Bach

We consider the problem of detecting a sparse Poisson mixture. Our results parallel those for the detection of a sparse normal mixture, pioneered by Ingster (1997) and Donoho and Jin (2004), when the Poisson means are larger than…

Statistics Theory · Mathematics 2015-05-07 Ery Arias-Castro , Meng Wang

In this paper, we investigate the theoretical guarantees of penalized $\lun$ minimization (also called Basis Pursuit Denoising or Lasso) in terms of sparsity pattern recovery (support and sign consistency) from noisy measurements with…

Information Theory · Computer Science 2011-09-13 Charles Dossal , Marie-Line Chabanol , Gabriel Peyré , Jalal Fadili

An empirical Bayes approach to the estimation of possibly sparse sequences observed in Gaussian white noise is set out and investigated. The prior considered is a mixture of an atom of probability at zero and a heavy-tailed density \gamma,…

Statistics Theory · Mathematics 2007-06-13 Iain M. Johnstone , Bernard W. Silverman

We consider the problem of detecting a `bump' in the intensity of a Poisson process or in a density. We analyze two types of likelihood ratio based statistics which allow for exact finite sample inference and asymptotically optimal…

Methodology · Statistics 2014-02-26 Camilo Rivera , Guenther Walther

We fully characterize the nonasymptotic minimax separation rate for sparse signal detection in the Gaussian sequence model with $p$ equicorrelated observations, generalizing a result of Collier, Comminges, and Tsybakov. As a consequence of…

Statistics Theory · Mathematics 2021-10-26 Subhodh Kotekal , Chao Gao

We study the problem of detection of a high-dimensional signal function in the white Gaussian noise model. As well as a smoothness assumption on the signal function, we assume an additive sparse condition on the latter. The detection…

Statistics Theory · Mathematics 2012-07-24 Ghislaine Gayraud , Yuri Ingster

We investigate the performance of the scan (maximum likelihood ratio statistic) and of the average likelihood ratio statistic in the problem of detecting a deterministic signal with unknown spatial extent in the prototypical univariate…

Methodology · Statistics 2014-02-26 Hock Peng Chan , Guenther Walther

In this paper, we study sparse signal detection problems in Degree Corrected Exponential Random Graph Models (ERGMs). We study the performance of two tests based on the conditionally centered sum of degrees and conditionally centered…

Statistics Theory · Mathematics 2021-08-23 Yuanzhe Xu , Sumit Mukherjee

This paper considers the problem of high dimensional signal detection in a large distributed network whose nodes can collaborate with their one-hop neighboring nodes (spatial collaboration). We assume that only a small subset of nodes…

Machine Learning · Computer Science 2016-09-21 Prashant Khanduri , Bhavya Kailkhura , Jayaraman J. Thiagarajan , Pramod K. Varshney