Detecting a Path of Correlations in a Network
classification
🧮 math.ST
stat.TH
keywords
boundcorrelationsdetectinglowerpathableachieveanomaly
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We consider the problem of detecting an anomaly in the form of a path of correlations hidden in white noise. We provide a minimax lower bound and a test that, under mild assumptions, is able to achieve the lower bound up to a multiplicative constant.
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