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The Sparse Variance Contamination Model
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The Sparse Variance Contamination Model
classification
math.ST
stat.TH
keywords
contaminationmodelvarianceasymptoticchangeconsiderconsidereddonoho
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We consider a Gaussian contamination (i.e., mixture) model where the contamination manifests itself as a change in variance. We study this model in various asymptotic regimes, in parallel with the work of Ingster (1997) and Donoho and Jin (2004), who considered a similar model where the contamination was in the mean instead.
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