Detecting Markov Random Fields Hidden in White Noise

2015/04/27 by Arias-Castro, Ery, Bubeck, Sébastien, Lugosi, Gábor +1
#FOS: Mathematics #Statistics Theory (math.ST)

paper · doi:10.48550/arxiv.1504.06984

Abstract

Motivated by change point problems in time series and the detection of textured objects in images, we consider the problem of detecting a piece of a Gaussian Markov random field hidden in white Gaussian noise. We derive minimax lower bounds and propose near-optimal tests.

Related

• On detection of Gaussian stochastic sequences
• Subset Selection for Gaussian Markov Random Fields
• On Minimax Robust Detection of Stationary Gaussian Signals in White Gaussian Noise
• On asymptotically minimax nonparametric detection of signal in Gaussian\n white noise
• Multiple Testing of Local Maxima for Detection of Peaks in Random Fields