期刊名称：Latin American Journal of Probability and Mathematical Statistics
电子版ISSN：1980-0436
出版年度：2017
卷号：XIV
页码：33-44
出版社：Instituto Nacional De Matemática Pura E Aplicada
摘要：We consider the problem of detecting an anomaly in the form of a pathof correlations hidden in white noise. We provide a minimax lower bound anda test that, under mild assumptions, is able to achieve the lower bound up to amultiplicative constant.
关键词：Subject Classification. 62C20; 94A13.;Key words and phrases. Detection of Anomalies; Graphs; Networks; Anomalous Correlations;Minimax Theory.
