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.
Citation
Ery Arias-Castro. Sébastien Bubeck. Gábor Lugosi. Nicolas Verzelen. "Detecting Markov random fields hidden in white noise." Bernoulli 24 (4B) 3628 - 3656, November 2018. https://doi.org/10.3150/17-BEJ973
Information
