Repositori Digital de la UPF
Motivated by change point problems in time series and the detection of textured objects in images, we consider the problem of detecting a piece of a Gaussian Markov random field hidden in white Gaussian noise. We derive minimax lower bounds and propose near-optimal tests.
(UNLISTED PUBLISHER, 2018) Arias-Castro, Ery; Bubeck, Sébastien; Lugosi, Gábor; Verzelen, Nicolas