OPTIMAL DETECTION OF MULTI-SAMPLE ALIGNED SPARSE SIGNALS

• 成果类型: Article
• 署名作者: Chan, Hock Peng; Walther, Guenther
• 署名单位: National University of Singapore; Stanford University
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/15-AOS1328
• 发表日期: 2015
• 页码: 1865-1895
• 关键词: of-fit tests; HIGHER CRITICISM; DISCOVERY; number; scan

摘要

We describe, in the detection of multi-sample aligned sparse signals, the critical boundary separating detectable from nondetectable signals, and construct tests that achieve optimal detectability: penalized versions of the Berk-Jones and the higher-criticism test statistics evaluated over pooled scans, and an average likelihood ratio over the critical boundary. We show in our results an inter-play between the scale of the sequence length to signal length ratio, and the sparseness of the signals. In particular the difficulty of the detection problem is not noticeably affected unless this ratio grows exponentially with the number of sequences. We also recover the multiscale and sparse mixture testing problems as illustrative special cases.