Searching for a trail of evidence in a maze

Searching for a trail of evidence in a maze
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DOI:
10.1214/07-aos526
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发表时间:
2008-08-01
影响因子:
4.5
通讯作者:
Zeitouni, Ofer
Zeitouni, Ofer
中科院分区:
数学1区
文献类型:
--
作者:
Arias-Castro, Ery;Candes, Emmanuel J.;Zeitouni, Ofer

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Consider a graph with a set of vertices and oriented edges connecting pairs of vertices. Each vertex is associated with a random variable and these are assumed to be independent. In this setting, suppose we wish to solve the following hypothesis testing problem: under the null, the random variables have common distribution N(0, 1) while under the alternative, there is an unknown path along which random variables have distribution N(mu, 1), mu > 0, and distribution N(0, 1) away from it. For which values of the mean shift mu can one reliably detect and for which values is this impossible?Consider, for example, the usual regular lattice with vertices of the form{(i, j) : 0 1/root logm, while they are not if mu(m)