On combinatorial testing problems

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• Gabor Lugosi (Universitat Pompeu Fabra Barcelona)
• Friday 19 February 2010, 14:00-15:00
• MR12, CMS, Wilberforce Road, Cambridge, CB3 0WB.

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In this joint work with Luc Devroye, Louigi Addario-Berry and Nicolas Broutin, we study a class of hypothesis testing problems in which, upon observing the realization of an n-dimensional Gaussian vector, one has to decide whether the vector was drawn from a standard normal distribution or, alternatively, whether there is a subset of the components belonging to a certain given class of sets whose elements have been ?contaminated,? that is, have a mean different from zero. We establish some general conditions under which testing is possible and others under which testing is hopeless with a small risk. The combinatorial and geometric structure of the class of sets is shown to play a crucial role. The bounds are illustrated on various examples.

http://www.barcelonagse.eu/Faculty.php?id=129

This talk is part of the Statistics series.

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