The Sparse Variance Contamination Model

2018/07/27 by Ery Arias-Castro, Rong Huang, Arias-Castro, Ery +1
Computer Science · Decision Sciences · Mathematics · #Advanced Statistical Process Monitoring #Bayesian Methods and Mixture Models #FOS: Mathematics #Statistical Methods and Inference #Statistics Theory (math.ST)

paper · pdf · doi:10.48550/arxiv.1807.10785

openalex publication_date 2018/07/27 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We consider a Gaussian contamination (i.e., mixture) model where the contamination manifests itself as a change in variance. We study this model in various asymptotic regimes, in parallel with the work of Ingster (1997) and Donoho and Jin (2004), who considered a similar model where the contamination was in the mean instead.

Citations

• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes

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