Cart (Loading....) | Create Account
Close category search window
 

Optimal Detection of Sparse Mixtures Against a Given Null Distribution

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

The purchase and pricing options are temporarily unavailable. Please try again later.
2 Author(s)
Cai, T.T. ; Dept. of Stat., Univ. of Pennsylvania, Philadelphia, PA, USA ; Yihong Wu

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 explicit expressions for the detection boundary under mild regularity conditions. In addition, for Gaussian null hypothesis, we establish the adaptive optimality of the higher criticism procedure for all sparse mixtures satisfying the same conditions. In particular, the general results obtained in this paper recover and extend in a unified manner the previously known results on sparse detection far beyond the conventional Gaussian model and other exponential families.

Published in:

Information Theory, IEEE Transactions on  (Volume:60 ,  Issue: 4 )

Date of Publication:

April 2014

Need Help?


IEEE Advancing Technology for Humanity About IEEE Xplore | Contact | Help | Terms of Use | Nondiscrimination Policy | Site Map | Privacy & Opting Out of Cookies

A not-for-profit organization, IEEE is the world's largest professional association for the advancement of technology.
© Copyright 2014 IEEE - All rights reserved. Use of this web site signifies your agreement to the terms and conditions.