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  • 标题:Minimax Euclidean separation rates for testing convex hypotheses in $\mathbb{R}^{d}$
  • 本地全文:下载
  • 作者:Gilles Blanchard ; Alexandra Carpentier ; Maurilio Gutzeit
  • 期刊名称:Electronic Journal of Statistics
  • 印刷版ISSN:1935-7524
  • 出版年度:2018
  • 卷号:12
  • 期号:2
  • 页码:3713-3735
  • DOI:10.1214/18-EJS1472
  • 语种:English
  • 出版社:Institute of Mathematical Statistics
  • 摘要:We consider composite-composite testing problems for the expectation in the Gaussian sequence model where the null hypothesis corresponds to a closed convex subset $\mathcal{C}$ of $\mathbb{R}^{d}$. We adopt a minimax point of view and our primary objective is to describe the smallest Euclidean distance between the null and alternative hypotheses such that there is a test with small total error probability. In particular, we focus on the dependence of this distance on the dimension $d$ and variance $\frac{1}{n}$ giving rise to the minimax separation rate. In this paper we discuss lower and upper bounds on this rate for different smooth and non-smooth choices for $\mathcal{C}$.
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