Detecting markov random fields hidden in white noise
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- dc.contributor.author Arias-Castro, Ery
- dc.contributor.author Bubeck, Sébastien
- dc.contributor.author Lugosi, Gábor
- dc.contributor.author Verzelen, Nicolas
- dc.date.accessioned 2025-12-02T14:32:26Z
- dc.date.available 2025-12-02T14:32:26Z
- dc.date.issued 2018
- dc.date.updated 2025-12-02T14:32:25Z
- dc.description.abstract 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.
- dc.description.sponsorship Ery Arias-Castro supported in part by the US National Science Foundation (DMS-1223137, DMS-1120888). Gábor Lugosi supported by the Spanish Ministry of Economy and Competitiveness, Grant MTM2015-67304-P and FEDER, EU. Nicolas Verzelen supported in part by the French Agence Nationale de la Recherche (ANR 2011 BS01 010 01 projet Calibration).
- dc.format.mimetype application/pdf
- dc.identifier.citation Arias-Castro E, Bubeck S, Lugosi G, Verzelen N. Detecting markov random fields hidden in white noise. Bernoulli (Andover). 2018;24(4B):3628-56. DOI: 10.3150/17-BEJ973
- dc.identifier.doi http://dx.doi.org/10.3150/17-BEJ973
- dc.identifier.issn 1350-7265
- dc.identifier.uri http://hdl.handle.net/10230/72106
- dc.language.iso eng
- dc.publisher Bernoulli Society for Mathematical Statistics and Probability
- dc.relation.ispartof Bernoulli: Official Publication of the Bernoulli Society for Mathematical Statistics and Probability. 2018;24(4B):3628-3656
- dc.relation.projectID info:eu-repo/grantAgreement/ES/1PE/MTM2015-67304-P
- dc.rights © 2018 Bernoulli Society for Mathematical Statistics and Probability
- dc.rights.accessRights info:eu-repo/semantics/openAccess
- dc.subject.keyword Combinatorial testing
- dc.subject.keyword Detection
- dc.subject.keyword Image analysis
- dc.subject.keyword Markov random fields
- dc.subject.keyword Minimax test
- dc.title Detecting markov random fields hidden in white noise
- dc.type info:eu-repo/semantics/article
- dc.type.version info:eu-repo/semantics/publishedVersion