Related papers: Weak detection in the spiked Wigner model
Structure discovery in graphical models is the determination of the topology of a graph that encodes conditional independence properties of the joint distribution of all variables in the model. For some class of probability distributions,…
For nonparametric inference about a function, multiscale testing procedures resolve the need for bandwidth selection and achieve asymptotically optimal detection performance against a broad range of alternatives. However, critical values…
We consider the linearly transformed spiked model, where observations $Y_i$ are noisy linear transforms of unobserved signals of interest $X_i$: \begin{align*} Y_i = A_i X_i + \varepsilon_i, \end{align*} for $i=1,\ldots,n$. The transform…
We present data analysis methods used in detection and the estimation of parameters of gravitational wave signals from the white dwarf binaries in the mock LISA data challenge. Our main focus is on the analysis of challenge 3.1, where the…
We consider a statistical problem of detection of a signal with unknown energy in a multi-channel system, observed in a Gaussian noise. We assume that the signal can appear in the $k$-th channel with a known small prior probability…
Detection of sparse signals arises in a wide range of modern scientific studies. The focus so far has been mainly on Gaussian mixture models. In this paper, we consider the detection problem under a general sparse mixture model and obtain…
Penalized likelihood models are widely used to simultaneously select variables and estimate model parameters. However, the existence of weak signals can lead to inaccurate variable selection, biased parameter estimation, and invalid…
This paper considers the problem of detecting a few signals in high-dimensional complex-valued Gaussian data satisfying Johnstone's (2001) \textit{spiked covariance model}. We focus on the difficult case where signals are weak in the sense…
We consider a prototypical problem of Bayesian inference for a structured spiked model: a low-rank signal is corrupted by additive noise. While both information-theoretic and algorithmic limits are well understood when the noise is a…
Consider a spiked random tensor obtained as a mixture of two components: noise in the form of a symmetric Gaussian $p$-tensor for $p\geq 3$ and signal in the form of a symmetric low-rank random tensor. The latter is defined as a linear…
We consider the classical Neymann-Pearson hypothesis testing problem of signal detection, where under the null hypothesis ($\calH_0$), the received signal is white Gaussian noise, and under the alternative hypothesis ($\calH_1$), the…
Weak lensing experiments are a powerful probe of cosmology through their measurement of the mass distribution of the universe. A challenge for this technique is to control systematic errors that occur when measuring the shapes of distant…
We investigate the performance of the Neyman-Pearson detection of a stationary Gaussian process in noise, using a large wireless sensor network (WSN). In our model, each sensor compresses its observation sequence using a linear precoder.…
In quantum optics, the quantum state of a light beam is represented through the Wigner function, a density on $\mathbb R^2$ which may take negative values but must respect intrinsic positivity constraints imposed by quantum physics. In the…
Searching for gravitational-wave signals is a challenging and computationally intensive endeavor undertaken by multiple independent analysis pipelines. While detection depends only on observed noisy data, it is sometimes inconsistently…
We present a new approach, based on graphon theory, to finding the limiting spectral distributions of general Wigner-type matrices. This approach determines the moments of the limiting measures and the equations of their Stieltjes…
The present manuscript studies signal detection by likelihood ratio tests in a number of spiked random matrix models, including but not limited to Gaussian mixtures and spiked Wishart covariance matrices. We work directly with multi-spiked…
We study the problem of detecting the presence of a single unknown spike in a rectangular data matrix, in a high-dimensional regime where the spike has fixed strength and the aspect ratio of the matrix converges to a finite limit. This…
Sensor networks aim at monitoring their surroundings for event detection and object tracking. But due to failure or death of sensors, false signal can be transmitted. In this paper, we consider the problem of fault detection in wireless…
We consider minimax signal detection in the sequence model. Working with certain ellipsoids in the space of square-summable sequences of real numbers, with a ball of positive radius removed, we obtain upper and lower bounds for the minimax…