Electronic Journal of Statistics

Detection of sparse mixtures: higher criticism and scan statistic

Ery Arias-Castro and Andrew Ying

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We consider the problem of detecting a sparse mixture as studied by Ingster (1997) and Donoho and Jin (2004). We consider a wide array of base distributions. In particular, we study the situation when the base distribution has polynomial tails, a situation that has not received much attention in the literature. Perhaps surprisingly, we find that in the context of such a power-law distribution, the higher criticism does not achieve the detection boundary. However, the scan statistic does.

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Electron. J. Statist., Volume 13, Number 1 (2019), 208-230.

Received: February 2018
First available in Project Euclid: 16 January 2019

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Sparse mixtures contamination model rare effects normal means model higher criticism scan statistic

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Arias-Castro, Ery; Ying, Andrew. Detection of sparse mixtures: higher criticism and scan statistic. Electron. J. Statist. 13 (2019), no. 1, 208--230. doi:10.1214/18-EJS1512. https://projecteuclid.org/euclid.ejs/1547607852

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