Global Testing Against Sparse Alternatives under Ising Models

Global Testing Against Sparse Alternatives under Ising Models

Neyman Seminar
Apr 18, 2018, 04:00 PM - 05:00 PM | 1011 Evans Hall | Happening As Scheduled
Rajarshi Mukherjee, UC Berkeley
We study the effect of dependence on detecting sparse signals. In particular, we focus on global testing against sparse alternatives for the magnetizations of an Ising model and establish how the interplay between the strength and sparsity of a signal determines its detectability under various notions of dependence (i.e. the coupling constant of the Ising model). The impact of dependence can be...