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Minimax signal detection and separation rates
1 · Prerequisites
- Absolute and Conditional Convergence; Rearrangement; Products
- Algebraic Closure, Embeddings, and Separability
- Algebraic Extensions, Extension Degree, and Finite Fields
- Areas of Elementary Plane Figures
- Binary Operations, Monoids, Groups and Subgroups
- Bounded Linear Operators and Quotient Spaces
- Central Limit Theorems
- Characteristic Functions Inversion and Continuity
- Compact linear inverse maps and the Picard criterion
- Compact Operators and Riesz Schauder Theory
- Compact Self Adjoint Hilbert Schmidt and Trace Class Operators
- Compactness
- Compactness in Metric Spaces
- Complete Metrizability, Čech-Completeness, and Baire Category
- Completeness, Completion, and Uniform Continuity
- Complex Lp Spaces and Test-Function Conventions
- Complex Norms and Realification
- Complex Subspace Realification
- Complexification, Realification and Real Structures
- Composition Series, the Jordan–Hölder Theorem and Solvable Groups
- Conditional Distributions and Regular Conditional Probability
- Congruences, the Integers Modulo n and the Chinese Remainder Theorem
- Construction of the Natural Numbers
- Construction of the Real Numbers via Cauchy Sequences
- Construction of the Real Numbers via Dedekind Cuts
- Continuity, IVT, EVT, and Uniform Continuity
- Convergence: Nets and Filters
- Cosets, Index and Lagrange's Theorem
- Cost-Constrained, Gaussian, and Feedback Channels
- Countability and Uncountability
- Countability Axioms and Cardinal Functions
- Cyclic Groups and Direct Products
- Darboux, L'Hôpital, and Taylor's Theorem
- Density Separability and Convolution in Lᵖ
- Determinants of Matrices over a Commutative Ring
- Diagonalisation and the Minimal Polynomial
- Divisibility, Euclidean Domains, Principal Ideal Domains and Unique Factorisation
- Divisibility, Greatest Common Divisors and Bézout's Identity
- Dual Spaces Adjoint Operators and Annihilators
- Dual Spaces, Bilinear and Quadratic Forms, and Sylvester's Law of Inertia
- Eigenvalues, Eigenvectors and the Characteristic Polynomial
- Estimators and Randomized Procedures
- F-Divergences, Rényi Information, and Hypothesis Testing
- Filters and Ultrafilters
- Finite Counting, Factorials and Binomial Coefficients
- Finite Dimensional Normed Spaces and Riesz Lemma
- Finite Probability and the Probabilistic Method
- Finite Probability Spaces and Random Variables
- Foundations of the Real Numbers for Analysis
- Fourier Transform Convolution and Approximate Identities
- Fubini and Change of Variables
- Fundamental Trigonometric Identities
- Gaussian Elimination, Elementary Matrices and Reduced Row Echelon Form
- Gaussian sequence inversion and exact risk
- Group Actions, Orbits, Stabilisers and Cayley's Theorem
- Group Homomorphisms and the Isomorphism Theorems
- Hausdorff via the Diagonal
- Hilbert Space Geometry and Riesz Representation
- Ideals, Quotient Rings and the Isomorphism Theorems for Rings
- Improper and Parameter-Dependent Multiple Integrals
- Improper Integrals
- Independence Borel Cantelli and Zero One Laws
- Infinite Product Measures and Kolmogorov Extension
- Inner Product Spaces, Gram-Schmidt, Projections and Adjoints
- Inverse maps, identifiability, and stability
- Lebesgue Measure on Euclidean Space
- Lebesgue-Stieltjes Measures and Distribution Functions
- Limits of Real Functions
- limsup, liminf, and Subsequential Limits
- Linear Independence, Bases and Dimension
- Linear Transformations, Rank-Nullity and Quotient Spaces
- Loss, Risk and Decision Theory
- Matrices, the Matrix of a Linear Map, and Change of Basis
- Measurable Functions and Simple Approximation
- Measures and Their Basic Properties
- Metric Spaces
- Mixed Partials, Taylor Formulae, and Extrema
- Modes of Convergence Egorov and Lusin
- Modes of Convergence for Random Variables
- Monotone Functions, Discontinuities, and Continuity Sets
- Monotone Sequences, Bolzano-Weierstrass, and Cauchy Completeness
- Normal Subgroups and Quotient Groups
- Normed and Banach Spaces
- Norming and Separation under Hahn–Banach
- Order, Zorn's Lemma, and the Axiom of Choice
- Orthonormal Bases, Parseval and Fourier Series
- Outer Measure and the Caratheodory Extension Theorem
- Outward rounded interval and ball arithmetic
- Partitions of Unity and Paracompactness
- Pointwise Extended-Real Function Products
- Polynomial Rings, the Division Algorithm and Roots
- Power Series and Real-Analytic Functions
- Primes, Euclid's Lemma and the Fundamental Theorem of Arithmetic
- Probability Spaces Random Variables and Expectation
- Product Measures and the Fubini Tonelli Theorems
- Properties of the Integral and the Working FTC
- Radon Measures and the Riesz Markov Kakutani Theorem
- Relations, Functions, and Quotients
- Rings, Subrings, Integral Domains and Fields
- Rⁿ as a Normed Space; Vector-Valued Functions
- Roots, Rational Powers, and Classical Inequalities
- Separation Axioms: the Hierarchy
- Sequences and Limits
- Sequences and Series of Functions; Uniform Convergence
- Series: Convergence and the Nonnegative Tests
- Sigma Algebras and Borel Sets
- Signed and Complex Measures Hahn and Jordan
- Simple Field Extensions and the Construction of the Complex Numbers
- Sine, Cosine, and the Definition of Pi
- Splitting Fields
- Stationary Markov Chains and Ergodic Limits
- Statistical Experiments, Models and Identifiability
- Statistical inverse experiments and white noise
- Subspaces, Products, and Quotients
- Suprema and Infima
- Sylow's Theorems, p-Groups and Nilpotent Groups
- Symmetric Groups, Cycle Decomposition and the Sign Homomorphism
- Tests, Neyman–Pearson and Valid P-values
- The Analytic Hahn Banach Theorem
- The Cantor Set, Baire Category, and Measure Zero in ℝ
- The Complex Exponential and Euler's Formula
- The Derivative and the Mean Value Theorems
- The Determinant of a Linear Operator, Cofactors and Cramer's Rule
- The Exponential Function
- The Fundamental Theorem of Algebra
- The Fundamental Theorem of Finite Abelian Groups
- The Galois Correspondence
- The Inverse and Implicit Function Theorems
- The Lebesgue and Riemann Integrals Compared
- The Lebesgue Integral and the Convergence Theorems
- The Logarithm and General Powers
- The Lᵖ Spaces Holder Minkowski and Riesz Fischer
- The Maximal Function and Lebesgue Differentiation
- The Radon Nikodym Theorem and Lebesgue Decomposition
- The Riemann Integral in Rᵐ and Jordan Content
- The Riemann Integral: Definition and Integrability
- The Spectral Theorem, Positive Operators and Singular Value Decomposition
- The Topology of Euclidean Space
- The Total Derivative in ℝᵐ → ℝⁿ
- The ZFC Axioms and the Basic Set Constructions
- Topological Spaces and Continuity
- Topology of ℝ
- Triangularisation, Generalised Eigenspaces and Jordan Canonical Form
- Urysohn's Lemma and the Tietze Extension Theorem
- Vector Spaces, Linear Subspaces, Span and Direct Sums
- Weak Convergence Tightness and Representation
- Weak Laws and Series of Independent Random Variables
- Weak nonparametric Bernstein–von Mises limits
2 · Logical flowchart
3 · Definitions, theorems and proofs
Weighted chi-square triangular-array limit
Statement
Assume the Axiom of Choice. For each , let be independent standard normal random variables, and let satisfy . If , then has mean zero and variance one for every and converges in distribution to .
Statement references
Facts & Assumptions
Given: AC; for each , independent standard normal coordinates ; nonnegative weights with and .
The Axiom of Choice: AC is the hypothesis of the Lindeberg–Feller supplier.
A normal variable has finite fourth moment: for , and ; hence has mean , variance , and finite second moment.
Lindeberg-Feller central limit theorem: sufficiency: an independent centered triangular array with positive row standard deviations and the Lindeberg condition has its normalized row sums converging in distribution to .
Dominated convergence: an integrable dominating function allows limits to pass through the expectation.
Proof
By [F1], each is centered with variance . Independence within each row gives and . Thus the row standard deviation is .
Fix and put . If , its Lindeberg summand is zero. Otherwise implies . Therefore Because and is integrable by [F1], the right side tends to zero by [F3]. This is the Lindeberg condition for the array .
The array in step 2.1 is centered and independent within rows, has finite second moments, and has row standard deviation . By [F2] and the Lindeberg condition just proved, .
Sparse Gaussian scalar certificate and extremal profile
Statement
Let , , , , and . For define Both and are positive, and for every , with equality at . The function is continuous and strictly increasing onto its target. Put For , its endpoint asymptotics are There is a constant depending only on the parameters such that The following improper integrals are finite and positive: and .
All coordinate indices below are positive integers; is a scale parameter, not a coordinate. For positive real , set and for . Then , and for every finite real vector , As , the Riemann sums of the five displayed integral integrands, divided by , converge to their respective integrals. In particular,
Let , , and define the relaxed extremal value Choose by Whenever , , , and , one has . Writing this gives The sufficient condition , is equivalent to The free coefficients need not be at most one. The upper bound on is realized asymptotically by finitely supported feasible pairs, constructed by truncating the profile to compact coordinate windows and adjusting . No probability statement or unrestricted all-radius power asymptotic is asserted.
Statement references
Facts & Assumptions
Given: The positive parameters, scalar functions, profiles, integrals, and extremal problem in the Statement. All improper integrals and nonnegative series are interpreted as increasing limits of finite truncations.
The real exponential function and the number by a power series, The exponential series converges absolutely for every real argument, and The six hyperbolic functions and their natural domains give absolutely convergent exponential and hyperbolic series. Inside its radius a real power series may be differentiated term by term, and the differentiated series has the same radius permits their differentiation on compact real intervals.
Addition formulas, identities, parity, and derivatives of the hyperbolic functions gives the hyperbolic identities, derivatives, and exponential representations. The exponent, product, quotient, and iterated-power laws for positive real bases and real exponents and Continuity and derivatives of positive-base real powers give positive-base real-power arithmetic, continuity, and differentiation.
Intermediate value theorem, by bisection with a canonical left-half rule: a continuous function on takes every value between and supplies values of a continuous function between its endpoint values, without an additional choice assumption.
Continuous functions have an oriented Riemann integral supplies the Riemann integral, comparison, and compact-interval upper and lower sums for continuous functions.
The Cauchy-Schwarz inequality for finite sums supplies Cauchy–Schwarz for every finite real array; inequalities for nonnegative infinite series follow by increasing finite truncations.
Proof
Put . The hyperbolic series give Every coefficient is positive because . Replacing by makes only the first coefficient zero and leaves every later coefficient positive. The positive denominators in therefore prove .
For fixed and , put . Differentiation and the absolutely convergent series show that This expression is strictly increasing in : its terms with have strictly positive coefficients and positive powers. It is zero at by the definition of . Consequently decreases to and increases after . Direct substitution gives , so . Evenness proves the assertion for negative , and direct substitution proves equality at .
The quotient representation of in the Statement is continuous. To prove strict increase, write its numerator series before the factor as and its denominator as , where and . The ratios strictly increase with . Pairing terms with indices in gives positive multiples of , so this derivative numerator is positive for . The products and paired sums are justified first for finite partial sums and then by absolute convergence on compact intervals. Thus is strictly increasing; multiplying it by the positive strictly increasing function proves that is strictly increasing.
The first nonzero numerator and denominator terms are and , respectively. Hence The exponential representations instead give as , since the ratio of its two bracketed expressions tends to one. Thus its endpoint limits are zero and infinity. Strict increase and [F3] give exactly one inverse value at each positive target. The inverse is continuous: values on either side of its value have images on either side of the target, which is the epsilon-delta criterion for the inverse at that target. The inverse power asymptotics follow by trapping between times its stated positive leading power and then taking the corresponding positive roots.
Expanding at zero gives , so . At infinity, , so . Combining these with the inverse asymptotics in step 3.1 proves all endpoint formulas for and . In particular is comparable to at infinity. The functions and have finite limits at zero and infinity; continuity bounds them also on the intervening compact interval. Similarly is bounded for , proving the three global bounds.
The definitions give and , since and . Also . Thus Near zero the integrands for are asymptotic to positive constants times , , and , respectively; those for have respective exponents and . All these exponents exceed . At infinity each integrand is bounded by for suitable positive and some nonnegative . This envelope is integrable: choosing an integer with and using bounds it by a constant times for large . The integral of on is by the compact fundamental theorem in [F4], and is bounded as . The small- power bounds likewise integrate to when . Compact intervals are covered by [F4]. The five improper integrals therefore exist, are finite, and are positive. Integrating the pointwise identity proves .
For fixed , the large- bound makes finite by comparison with a convergent power tail. There are only finitely many remaining indices, including those close to zero. Multiplying the pointwise inequality of step 2.1 by and using and proves the finite-vector scalar certificate in the Statement. This argument places no upper bound on the score coefficient .
Let be any of the five integral integrands in step 5.1. On a fixed , its mesh- sums converge to its integral by trapping the sums between compact-interval upper and lower sums from [F4]; the two endpoint pieces have lengths at most and bounded values. For small , with one of the positive exponents in step 5.1, so At infinity use the envelope , increasing if necessary. Its derivative has the sign of , so it is eventually decreasing. Consequently its discrete tail is bounded by its integral tail plus one mesh term. First let , then and . These two tail bounds prove the five full Riemann limits. Substituting gives all five scaled sum equivalents, irrespective of how the positive factor varies with .
The two scaling equations have the unique positive solution Let . Step 6.2 gives whenever . For any feasible relaxed pair of finite cost , expansion of the positive kernel gives Apply [F5] to the arrays with entries and for finitely many , and increase the truncations. It follows that This is a deterministic kernel inequality, with no Gaussian probability space.
Multiply the scalar certificate in step 2.1 at by and sum up to an index . Step 7.1 bounds the left side by , and the partial budget is at most . The partial energy is therefore bounded above independently of by the resulting inequality, so its full sum is finite. Increasing now yields Thus every finite-cost feasible pair has , and infinite-cost pairs do not lower the infimum. Hence .
Fix numbers and . Write for the integral defining restricted to , for . These constants are positive. Choose from Division gives For this fixed window and margin these ratios are fixed positive constants. Hence and under the claimed hypotheses.
Put and when , and set both to zero otherwise. There are finitely many nonzero coordinates. The compact-window maximum of is finite, so eventually . Compact Riemann convergence gives actual energy and actual budget , hence eventual feasibility. Its cost divided by tends to As , , and , this expression tends to one by step 5.1 and the explicit ratios in step 8.2. For any fixed positive tolerance one may first fix a sufficiently wide window and small margin, and then take sufficiently small . This proves without choosing an infinite family of windows. With step 8.1 it proves . In particular, no untruncated claim that has been used.
Substituting the value of from step 7.1 into gives Since , this is precisely the stated power with exponents and . Similarly for a parameter-only , so is equivalent to . Finally Thus this condition also forces by the formula for , while and plainly include . This proves the asserted equivalence, the restricted power asymptotic, and all remaining claims.
A finite-array normal limit from vanishing fourth moments
Statement
Assume Countable Choice, and suppose the probability law with density is supplied. Write ; normalization is part of the given probability-law hypothesis. For each positive integer , let be independent centered real random variables, where is finite and each variable has a finite fourth moment. Different rows need not share a probability space. Suppose
Then, for ,
The same conclusion applies to any specified sequence of finite arrays satisfying these two limits; no identical-distribution hypothesis is needed.
Facts & Assumptions
Given: The supplied normalized scalar Gaussian probability law and the finite independent arrays in the Statement.
The Axiom of Countable Choice (): Countable Choice is assumed. No family of uncountably many auxiliary random variables is constructed.
For sigma-finite factors, the product measure exists, has the rectangle formula, is sigma-finite, and is unique and Independent random elements have product joint law: finite products of probability laws exist, have the rectangle formula, and give the joint law of a finite independent family.
Fubini's theorem for L^1 functions on a sigma-finite product: absolutely integrable functions on a finite product of probability spaces can be integrated successively.
A C^1 diffeomorphism satisfies the change-of-variables formula for nonnegative Lebesgue measurable functions: under Countable Choice, a scalar invertible affine substitution has the usual Jacobian formula for nonnegative Lebesgue integrals.
Taylor's Lagrange remainder follows from repeated Rolle steps: for a function with third derivative bounded by , expansion through degree two at has remainder of absolute value at most .
If are differentiable on with integrable, then : on each finite interval, differentiable functions with integrable derivatives satisfy the integration-by-parts identity. The polynomial and Gaussian functions used below are continuously differentiable on every , with continuous, hence integrable, derivatives.
The exponential dominates every fixed nonnegative integer power at : every fixed polynomial times tends to zero as ; for odd powers this follows by putting and bounding by an integer power of for .
Monotone convergence for the integral: the integrals of the nonnegative truncations increase to the integral over as integer .
Proof
For each row put and . Finite products in [F1] allow us to integrate replacement coordinates with independent centered Gaussian laws of variances ; a zero variance means the point mass at zero. These products need not be coupled across rows. The supplied scalar density already has integral one, so [F3] gives its scaled probability laws without a separate Gaussian-normalization theorem. For , direct differentiation gives . On , apply [F5] with and then to obtain The boundary terms tend to zero by [F6]; [F7] and the supplied normalization then give and . Odd moments vanish by symmetry. Consequently a replacement coordinate has mean zero, variance and fourth moment .
The sum of the replacement coordinates has law . One can verify this using only scalar integration: for positive variances , Fubini and the substitution make the sum density the convolution of the two scalar densities. Completing the square in and using [F3] together with the given unit Gaussian integral makes that convolution . Induction gives the assertion for every finite row, and zero-variance coordinates have no effect. The absolute integrals here are finite because they are probability densities.
Let be bounded and on , with bounded first, second and third derivatives. In the finite product integral replace by one coordinate at a time. Conditional on the other coordinates, the constant, linear and quadratic terms of the Taylor expansion of at their sum have the same integrals, since both coordinates have mean zero and variance . The two remainders are bounded by [F4]. Fubini is legitimate since is bounded and the displayed moments are finite. Summing the telescoping differences therefore gives .
Cauchy--Schwarz, first for each coordinate integral and then for the finite index sum, gives . Also , by expanding the nonnegative integral of . Hence , and the same calculation with the Gaussian fourth moments in step 1.1 gives . Both Cauchy--Schwarz inequalities follow by expanding a nonnegative square and minimizing its scalar coefficient, for the coordinate integral and the finite index sum respectively. Thus the replacement error in step 2.2 tends to zero for each such test .
For , a concrete cutoff is obtained by integrating the nonnegative polynomial on , normalizing its integral to one, and extending the resulting cumulative function by zero and one outside that interval. Its first three derivatives join continuously at the endpoints. Translate, rescale and subtract this function from one to bound from below and above by bounded functions that differ only on . Apply step 3.1 to these two fixed cutoffs. By step 2.1 the replacement sum has variance ; its probability of this interval is at most , and its distribution at each fixed endpoint converges to scaled by . Taking and then proves for every real .
Finally fix . Choose finitely many increasing real grid points so that the two tails of the limiting normal law each have mass below and its mass between consecutive grid points is below . Such a finite grid exists because its density is bounded and its total integral is one. Step 4.1 gives convergence at every grid point simultaneously. Between consecutive points monotonicity of the two distribution functions bounds their difference by the largest grid-point difference plus ; the tail intervals have the same bound using zero and one. Thus the supremum in the Statement has limsup at most . Letting proves the asserted uniform convergence. All replacements were finite products of supplied probability laws, and the only additional choice hypothesis remains [A1].
Minimax detection risk and separation rate
Definition
Assume Countable Choice and use the Gaussian sequence inverse model with singular values , inverse-noise weights , and parameter coordinates . Let be a positive nondecreasing sequence with , and let be a positive nondecreasing sequence with . For , put and observe , where is the normalized observation in the Gaussian sequence inverse model and the are independent standard normal random variables. For and , define Test against by a product-Borel measurable randomized test , where is the rejection probability. Its type-I error and maximal type-II error are When , define , the convention that no type-II error occurs when no alternative is possible. For define A positive family is a minimax separation rate if and for every whenever , while and for every whenever .
Existence of a finite q=2 ellipsoid extremal profile for small radius
Statement
Assume the minimax detection-risk definition with , and let and be positive nondecreasing sequences tending to infinity. There is a constant such that for every there exist with finite nonempty for which satisfies
Statement references
Facts & Assumptions
Given: Positive nondecreasing in the q=2 Gaussian sequence detection class.
Minimax detection risk and separation rate: the two constraints defining are and .
Intermediate value theorem, by bisection with a canonical left-half rule: a continuous function on takes every value between and : if a real-valued function is continuous on a closed bounded interval and a target lies between its endpoint values, it takes that target at some point of the interval; no additional choice assumption is needed.
Proof
Put and . For define the finite sums and . The active set is finite because , and it is nonempty because . On every compact subinterval of , only finitely many indices can be active; each summand is continuous and vanishes at its activation endpoint. Thus is continuous and .
The ratio is a weighted average of : with , the numbers are nonnegative, sum to one, and . Fix and choose so for . The head weight tends to zero as : its numerator is bounded by the fixed finite sum , while for any the denominator is at least once . Since , these finite partial sums can be made arbitrarily large. Also , so . As is arbitrary, .
Let be the largest index with ; it is finite because . For sufficiently close to from below, the active set is exactly and all its equal . Hence there.
By step 1.1, is continuous on . Given , steps 2.1 and 2.2 let us choose with and . Apply [F2] to the restriction of to to obtain with . Set and define . Its support is the finite active set, and Taking proves the assertion and, by [F1], the profile belongs to .
The q=2 ellipsoid extremal profile minimizes the fourth-power objective
Statement
Assume the minimax detection-risk definition, , and positive nondecreasing sequences and with . Let and suppose is finite and nonempty. Define and assume Then and minimizes over ; the nonnegative minimizer is unique.
Statement references
Facts & Assumptions
Given: The class , positive nondecreasing with , a finite nonempty active set , positive , and the profile satisfying the two displayed constraints.
Minimax detection risk and separation rate: means and , with .
Proof
Since is finite, has finite support. The second constraint in the Given states , and the first states . Thus [F1] gives .
Fix any and put and . Both series and are finite by [F1], so their displayed difference is absolutely convergent. For , ; since , where the first sum is at least by [F1]. For the candidate, the same quantity equals by its two active constraints. Multiplying the inequality by therefore gives .
Expanding the difference of squared norms of the nonnegative sequences and gives by step 1.2. The sums are well-defined: and by [F1]. This proves minimality.
If equality holds in the objective, step 2.1 forces , hence for every . Thus the nonnegative minimizer is unique.
Symmetric Gaussian product-mixture testing bound
Statement
Assume Countable Choice. In the Gaussian sequence detection experiment, let have finite support and put Let be the uniform probability law on the finite family of mean sequences whose th coordinate is independently or for and is zero off , and let be the corresponding mixture sampling law. Then its likelihood ratio with respect to the null law is it satisfies and the minimax risks obey for every .
Statement references
Facts & Assumptions
Given: Countable Choice, , of finite support, and the null and alternative laws in the Gaussian sequence detection experiment.
The Axiom of Countable Choice (): Countable Choice is inherited from the Gaussian sequence inverse model.
Gaussian sequence inverse model and White-noise spectral sequence representation: after scaling the normalized observation by , with independent standard normal coordinates .
Minimax detection risk and separation rate: , , and is the infimum of their sum.
The standard-normal coordinate law supplied by [F1] has density . Since it is a probability law, . This uses the supplied experiment, not the stronger-AC normalization theorem The standard normal density has total mass one.
Independent random elements have product joint law: a finite tuple of independent coordinates has the product of its marginal laws.
Finite measures agreeing on a generating pi-system and on the whole space are equal: probability measures agreeing on a generating pi-system agree on its generated sigma-algebra.
Total variation distance for probability laws: over measurable events.
A C^1 diffeomorphism satisfies the change-of-variables formula for nonnegative Lebesgue measurable functions: translation of the standard normal density preserves its integral, so for by completing the square.
Proof
For each sign vector , let on and zero elsewhere. Absolute values and squares are unchanged, so every belongs to .
Under the null, has density . For a fixed sign and coordinate, the density ratio for mean versus zero is ; completing the square using [F7] shows its null expectation is one.
Independence [F4] multiplies the one-coordinate ratios from step 1.2, giving the density ratio for the finite coordinate vector on each cylinder event. Its null expectation is the product of unit expectations, so it defines a probability measure on the full product space.
Cylinder events form a generating pi-system. The fixed-sign sampling law and the probability measure from step 2.1 agree on every cylinder, so [F5] gives equality on the product sigma-algebra and validates the full likelihood-ratio identity.
Averaging the fixed-sign likelihood ratios in step 3.1 over the finite sign set factors coordinatewise and gives , where . This density is positive and has null expectation one.
For a standard normal , [F7] and give . Independence [F4] and step 4.1 therefore give .
The function is even, has , and for has derivative , since and . Thus for all real . Since , step 5.1 yields .
Since , the positive and negative parts of have equal integrals; hence every event satisfies . Approximate a randomized test by ; the event bound [F6] and uniform approximation error give .
The maximal type-II error is at least its mixture average because every sign alternative lies in . Therefore every test has total error at least , and any level- test has maximal type-II error at least . Taking the respective infima, then applying steps 6.1 and 7.1, proves both stated risk bounds.
Sparse q<2 detection regime split
Statement
Assume Countable Choice and the minimax detection-risk definition with , , , and . Let as , and put For , put , , and . Choose any with and , set , and define For each fixed significance level , the sharp errors have Gaussian form where and is its -quantile. Moreover, if with , then for a constant . Without this additional restriction on , the sharp error formulas above remain valid for every , and a minimax separation rate is If , for the same fixed significance level put and . Then the sharp errors have degenerate form and a sharp separation-rate normalization is Thus the sparse boundary belongs to the degenerate regime, and the two regimes have different separation rates.
The deterministic globalized score-and-maximum family and the finite maximum tests constructed in the proof are asymptotically minimax in the Gaussian and degenerate regimes, respectively; the significance tests include deterministic randomization to satisfy the exact level constraint.
Statement references
Facts & Assumptions
Given: Countable Choice, the sequence experiment and alternatives in the Statement. Write , use for the fixed significance level, and put , where . The supplied normal probability law has density and distribution function .
Minimax detection risk and separation rate: the actual alternatives satisfy and ; finite-support alternatives are allowed, and tests are randomized product-Borel maps.
Sparse Gaussian scalar certificate and extremal profile supplies the positive scalar certificate , inverse profile , coefficient , constants , their endpoint bounds and Riemann sums, and the relaxed extremal equivalent when .
A finite-array normal limit from vanishing fourth moments: given normalized Gaussian probability laws, finite centered independent arrays whose summed variances tend to and whose summed fourth moments tend to zero have distribution functions converging uniformly to , under Countable Choice.
Isonormal Gaussian white-noise inverse experiment supplies independent standard-normal coordinates, including their normalized scalar probability density. Normalization is a hypothesis of that supplied process; no stronger-choice normalization theorem is used.
A C^1 diffeomorphism satisfies the change-of-variables formula for nonnegative Lebesgue measurable functions supplies scalar affine changes of variables under Countable Choice.
Chebyshev-Markov inequality for the integral gives Markov's inequality, including Chebyshev's inequality by applying it to a squared centered variable.
Independent random elements have product joint law and Expectations factor over finite products of independent random variables identify finite independent coordinate laws and factor their integrable products. For sigma-finite factors, the product measure exists, has the rectangle formula, is sigma-finite, and is unique supplies the finite probability products used for finite priors.
Monotone convergence for the integral and Dominated convergence justify the specified nonnegative series and dominated scalar integrals.
Finite measures agreeing on a generating pi-system and on the whole space are equal identifies probability laws agreeing on finite cylinders of the product sigma-algebra.
Taylor's Lagrange remainder follows from repeated Rolle steps bounds a third-order Taylor remainder by the supremum of the third derivative times the cube of the increment, divided by six.
Total variation distance for probability laws defines over measurable events for probability laws on the same measurable space.
Continuity from above when one set has finite measure: for decreasing measurable events under a probability law, their probabilities decrease to the probability of their intersection.
The Axiom of Countable Choice (): Countable Choice is assumed; all other limits and finite products below use the supplied coordinate laws. No full-Choice central-limit theorem is invoked.
Proof
The two regimes below are separate cases. A paragraph in the Gaussian branch uses its profile notation from step 1.3; a paragraph in the degenerate branch uses the notation from step 2.4. Repeated local letters in these two cases have separate scopes.
The finite coordinate density of with mean divided by its null density is . Thus a finite uniform mixture of the two signs at a coordinate of absolute mean has likelihood , and the prior with probabilities at has likelihood , where . Multiplication over finitely many coordinates is justified by [F7]. Off these coordinates the law is unchanged; equality first on finite cylinders and then [F9] proves the likelihood identity on the whole sequence sample space. Every prior below has finite coordinate support; no new countable product probability law is constructed.
Completing the square and applying [F5] to the given unit density gives . Consequently, by expanding the hyperbolic functions, For fixed , when : the bound follows from the Taylor bound for and , its fourth-power integral is finite by completing the square, and . We will also use , obtained from [F6] and the same exponential moment, and the elementary Mills bounds and for . The first follows by integrating over , and the second by integrating over .
First suppose and set , . Use [F2] to define the unique positive by and put , . Then . The scalar certificate in [F2] gives Also and as . These are score coefficients, which need not be at most one. On compact subsets of , stays bounded and bounded away from zero, grows as a positive power of , and .
In the Gaussian branch, with the profile notation of step 1.3, the extremal value in the Statement is exactly in [F2], because . That lemma proves its power equivalent whenever , equivalently when its associated . Since , this is the asserted restriction and the equivalent may be written with . In particular on each compact transition range, No equivalent outside the stated sufficient zone is used.
In the Gaussian branch, with the profile notation of step 1.3, for the Gaussian lower bound, fix a compact transition range. The feasible construction in [F2] can be made with expected energy and expected budget , on a finite window , with probabilities and amplitudes . Let the margins tend slowly to zero and windows tend slowly to . This can be specified without a rate assumption: use windows , margin , and pass to each next integer only after its finite Riemann errors, feasibility bounds and the concentration errors below are smaller than the prescribed margins; the preceding compact-window estimates hold uniformly on the chosen compact transition range. The profile moments give relative variances for both random constraint sums before the slowly varying window constants. Choose the numerical diagonal slowly enough that those relative variances divided by tend to zero. Chebyshev then puts prior probability on the actual alternative. Each draw has finite coordinate support and hence is in . The prior cost tends to , its largest coordinate cost tends to zero, and its cost on tends uniformly to zero as , by the bounded small-end and exponential large-end envelopes in [F2]. Let denote this finite-support prior on parameter sequences, let be the event that a draw satisfies both alternative constraints, and put . If , conditioning changes no mixture law. Otherwise, eventually and the unconditioned observation law decomposes as . For every measurable event , this gives , so [F11] yields . For every randomized test with values in , the functions approximate uniformly within ; applying the event bound to each summand and letting gives uniformly over tests.
In the Gaussian branch, with the profile notation of step 1.3, for the matching upper bounds define the product-Borel score The first series is nonnegative and may be infinite; then the test rejects. Under the null its expectation is , so it is finite almost surely by [F6], and its centered partial sums converge in mean square with variance . The bounded-amplitude fourth-moment calculation in step 1.2 and [F3], followed by the null variance tail bound in [F2], give . For large put Step 1.2 and a countable union bound give . For every fixed , . Reject on for the significance problem, and on for total error. These are unions with a centered-cosh score, rather than an intersection or a positive-exponential uncentered score.
Now suppose , put , , , and . Every alternative has an index with . Indeed with , its energy summand is . If and , this multiplier is strictly below . If , the termwise budget gives , so the multiplier is at most . If all the indicated coordinates were smaller than , summing with would give energy strictly below , a contradiction. Let and . The finite maximum test has size by step 1.2. Its maximal type-II error is at most , uniformly in , since and is bounded. For significance , the randomized test with is eventually valid and has size exactly ; its type-II error is at most . The unrandomized maximum gives the total-error upper bound.
In the Gaussian branch, with the profile notation of step 1.3, under the null put for the finite prior in step 2.2. They are centered and independent, and along any subsequence with . On , step 1.2 and the vanishing maximum coordinate variance give . The omitted linear sum has variance tending uniformly to zero as ; the omitted quadratic sum has expectation tending to zero. Apply [F3] to the finite bounded-amplitude arrays and then let , using Chebyshev for the linear tail. The same fourth-moment bound gives concentration of their quadratic sums. Thus in probability for the last two limits. Each factor is positive. On , [F10] gives . Let . The likelihood from step 1.1 therefore has . The addition of terms converging in probability and the successive tail limits preserve the displayed distribution limit by squeezing distribution functions between thresholds differing by an arbitrary positive tolerance.
In the Gaussian branch, with the profile notation of step 1.3, fix . Alternatives with already have type-II error below . For every other alternative, writing , finite independence gives for each . Hence and , the latter because the probability of the inside interval is at most . Choose and . The energy of indices is at most The envelope is eventually decreasing and is a fixed multiple of . Among delete those with , where . The lower Mills bound in step 1.2 implies there, with , uniformly over these indices. Thus at most are deleted. Their energy is at most , including the polynomial logarithmic factors from and the means. Define for not deleted and for every deleted index and every . This vector has finite support, satisfies , and has no increased -budget. Its energy loss is at most the sum of the already bounded tail energy and deleted-coordinate energy, so its retained energy is . Its score mean is therefore at least by the certificate in step 1.3 and . Coordinatewise , and is stochastically increasing in , since decreases with . Independence and the positive coefficients imply the score comparison for every finite partial sum. The full score event is the decreasing intersection of these partial-sum events after adding the fixed ; [F12] passes the comparison to the full nonnegative series, giving .
In the degenerate branch, with the notation of step 2.4, for the matching degenerate lower bound first take . Put , , and mix uniformly over indices and signs with , all other coordinates zero. Every point has energy and budget . Write and ; uniformly on , since and . The null likelihood from step 1.1 is . Truncate each summand to , obtaining . Completing the square gives its summand mean and its second moment at most . The upper Mills bound and bound this second moment divided by by . Independence gives , and . Thus and in null probability. Since , every size- test has mixture type-II error at least ; every total error is at least . Bounded convergence in probability here follows directly by splitting at any fixed positive deviation; no likelihood uniform integrability is asserted. This proves both lower bounds for finite .
In the Gaussian branch, with the profile notation of step 1.3, for any likelihood , randomized test and , scalar algebra gives . The limit law in step 3.1 has no positive atoms, so converges by [F8]; the identity itself follows first for step functions and then by increasing finite subdivisions. Choose . Its limiting upper-tail probability is , and completing the square gives the limiting lower bound for every test of size at most . Likewise every total error is at least . Conditioning in step 2.2 costs only uniformly over tests. This proves both minimax lower bounds on compact transitions without an additional Neyman--Pearson or unrestricted-choice supplier.
In the Gaussian branch, with the profile notation of step 1.3, for the residual vector set , so . The exact variance formula in step 1.2 shows that the excess above is For , the global bound in [F2], its relation at large , and give . For the other global bound in [F2] gives an absolute excess bound The final estimate follows from the exponential profile tail and ; its discrete tail is bounded by the integral of an eventually decreasing polynomial-times-exponential envelope plus a mesh term, as in [F2]. Thus uniformly over residual alternatives, . Unbounded have been controlled by an absolute variance bound, not a uniform bounded-amplitude assumption.
In the degenerate branch, with the notation of step 2.4, if , step 2.4 settles both errors by nonnegativity. If , fix . The continuous strictly increasing function ranges from to a positive value on , so it has a unique radius at value , and this radius tends to zero. Eventually ; inclusion of alternative sets and step 3.3 give lower limits at least for total error and for type-II error. Let . Subsequences in the extended real line now establish the two degenerate formulas for arbitrary . Finally put and , so . For each fixed , direct substitution into the displayed gives The logarithmic correction is , which tends to zero. Thus the stated sharp constant, zero/infinite-ratio separation limits and the assignment of all follow, with no strict inequality imposed on .
In the Gaussian branch, with the profile notation of step 1.3, if stays bounded, fix . For , by [F2]. Writing the hyperbolic addition formula and using gives Here the fourth moments of and are bounded respectively by and , by the same Gaussian exponential integration as in step 1.2. Since implies , the summed fourth moments are . The variance of the omitted centered sum is at most its null variance tail plus , by step 4.2 and bounded . Apply [F3] to the retained finite arrays and then let to obtain . The assertion is uniform in the sense that every sequence of residual alternatives with bounded obeys this limit. If , step 4.2 and Chebyshev instead show for every bounded threshold. These conclusions and prove the upper type-II limits and . To justify passage to the supremum, any contrary sequence has either a bounded-mean subsequence (then a convergent-mean subsequence) or a subsequence with ; both cases give the asserted bound. Let for the alternatives excluded in step 3.2. Under the null step 2.3 gives the corresponding errors and . If the first test has size , multiply its indicator by ; otherwise leave it unchanged. Its size is then at most and every power changes by . This proves the exact-level Gaussian upper bound and the total-error upper bound.
In the Gaussian branch, write , and . For a comparison radius , let be the score-and-maximum significance test in steps 2.3 and 5.1, with its exact-level scaling, and let be their unscaled total-error test. The proved estimates are uniform over each fixed : otherwise a countersequence has a convergent subsequence of in that compact interval, and all the compact-transition estimates already proved apply with a positive finite limiting , contradicting the countersequence. Consequently, for every integer there is a sufficiently small noise threshold such that for all smaller and every , the profile dimension is , , the maximal type-II error of at radius is at most , and the total error of there is at most . Both tests are therefore defined on this whole compact range, and the significance test has size at most for every such noise level. Fix and recursively let be the least integer , , for which all these uniform properties hold for every . These integers exist by the uniform convergence just proved. For define . This is a nonempty finite set because ; as . The least-integer rule and this finite maximum specify one deterministic diagonal, depending only on the fixed model, significance level and the given family, not on the unknown truth or the observations.
For this single diagonal, define the Gaussian-regime test family for every known radius as follows. When , use the constant randomized significance test and the never-reject total-error test . When , use and . When , use and , constructed at the smaller comparison radius , never at the possibly invalid profile dimension associated with . For set the family to the same two trivial tests; this finite-noise convention does not affect an asymptotic statement. Every test is product-Borel, each significance test has size at most , and every formula actually evaluated has . Write . In the middle case the upper risk bounds in step 6.1 hold with error , and , so the attained errors are bounded by the stated Gaussian profiles plus a quantity tending to zero. In the small-radius case, monotonicity of the relaxed extremal problem gives ; the two trivial tests have respective errors and whenever the alternative is nonempty, and no larger errors if it is empty, matching the profile upper bounds up to a vanishing quantity. In the large-radius case, the actual alternative is a subset of the comparison-radius alternative, so both achieved errors are no larger than their comparison-radius errors, bounded by and , respectively, and these tend to zero. Also , as required for the displayed profiles. These bounds apply to all three cases with the same deterministic ; hence they also apply to ratios oscillating between them, without selecting a test by a subsequence.
The compact-transition lower bounds in step 4.1 extend globally by monotonicity of the minimax errors and of . Comparing with each fixed small positive transition constant gives , and ; the corresponding upper bounds are the trivial tests. Comparing with each fixed large transition constant gives and vanishing minimax errors. For any other sequence of positive ratios, every subsequence has a further subsequence tending to zero, a finite positive constant or infinity, so the same lower-profile conclusion applies. Together with the globally defined upper family in step 7.1 this proves both sharp Gaussian formulas and asymptotic minimax attainment for every , including oscillating ratios. In particular the displayed is a separation rate with both impossibility and consistency halves. In the degenerate regime, the finite maximum and exact-level randomized tests in step 2.4 already apply along every , because and irrespective of the noise/radius ratio; to define them also before and , use the constant significance test and never-reject total-error test until those inequalities hold. Their global sharp attainment follows from step 4.3 and its matching upper bounds. No unrestricted power equivalent or undefined transition threshold is used in either family.
The separation-rate definition in [F1] allows every positive radius sequence, not only vanishing ones. In either regime the displayed positive rate tends to zero. If , then , so the impossibility half already proved applies. For the consistency half, let satisfy and set . Then , , and . The Gaussian tests of step 7.1 and the degenerate tests of steps 2.4 and 8.1, evaluated at , therefore have vanishing total error and vanishing maximal type-II error at each fixed significance level on . The defining energy inequality gives , so using these same tests at the requested radius leaves their null size unchanged and cannot increase their maximal type-II error. Thus both minimax errors at are bounded above by their counterparts at and tend to zero. If is empty, both minimax errors are zero by the explicit convention in [F1]; the never-reject test also realizes zero total error in that case. This proves the rate implications for all positive radius sequences, including nonvanishing or oscillating radii, in both regimes. All cutoffs and profile parameters used in this reduction are evaluated at the vanishing comparison radius.
The Gaussian and degenerate bounds agree with their respective lower bounds, and the globally specified tests in steps 7.1 and 8.1 attain them asymptotically, including exact significance adjustment. Step 2.1 proves the qualified extremal power equivalent, step 8.1 proves the full Gaussian separation claim, and step 4.3 proves the degenerate sharp normalization. Step 9.1 supplies the separation-rate implications for all positive radius sequences. Each test is product-Borel, using a specified nonnegative countable series or finitely many coordinates and deterministic randomization. All Gaussian laws were given by [F4], all auxiliary probability products were finite, and the finite-array approximation used [F3] under Countable Choice. This proves every stated clause without a stronger choice assumption or a citation in place of a local proof.
Remarks
The unrestricted all-radius extremal power equivalent in the cited 2012 display is not used: for some radii tending to zero the relaxed value grows faster than every power of the noise level. The sufficient moderate-zone restriction above preserves the full sharp error profiles, whose endpoint cases follow by monotonicity. The explicit upper test uses a centered factor and a union with the maximum event. These corrections are verified directly in the proof rather than inferred from the sign and set-operation displays in the source. The 2003 book remains bibliographic context; no unread book or supplemental argument is a premise.
q=2 Gaussian-sequence ellipsoid detection boundary
Statement
Assume Countable Choice and the minimax detection-risk definition with . For each , suppose is nonempty and has a finite-support fourth-power minimizer with profile as in the extremal-profile lemma. Put and define If , then and for every . If , then for every fixed the tests have total error tending to zero.
For the extremal profile, define the finite sums The active constraints imply
Statement references
Facts & Assumptions
Given: Countable Choice; ; a nonempty class ; a finite-support minimizing profile satisfying both active constraints; and the Gaussian sequence detection experiment.
Minimax detection risk and separation rate: , , and is the infimum total error.
The q=2 ellipsoid extremal profile minimizes the fourth-power objective: minimizes over and satisfies , .
Symmetric Gaussian product-mixture testing bound: for a finite-support feasible , its symmetric sign mixture has total-variation distance at most from the null; consequently it gives the displayed minimax lower bounds.
Isonormal Gaussian white-noise inverse experiment supplies independent standard-normal coordinates with normalized density and covariance one. We use the scalar calculation of A normal variable has finite fourth moment with this supplied law, rather than invoke its AC-based law construction: , so integration by parts on gives and . The polynomial-Gaussian boundary terms vanish as ; the nonnegative integrals increase to their full integrals. Supplied normalization therefore gives second and fourth moments and ; symmetry gives first and third moments zero. This supplied-law calculation uses no additional choice.
Chebyshev-Markov inequality for the integral: Chebyshev's inequality bounds a tail probability by the variance divided by the squared deviation.
The Axiom of Countable Choice (): Countable Choice is the assumption of the upstream Gaussian sequence model.
Proof
The profile has finite support by the assumption on . Its weights satisfy , so . Under a parameter , write ; then . Independence and [F4] give In particular, under the null the statistic has mean zero and variance one.
Suppose . Apply [F3] to . The resulting total-variation bound tends to zero, so every test has total error at least and every level- test has maximal type-II error at least . The constant test gives total error , and the constant randomized test gives level and maximal type-II error . These upper bounds prove both limits.
For any , put and . Since off the profile support, where the inequality follows from and . Thus
Suppose and fix . Applying [F5] under the null gives . For any alternative, step 2.1 and step 1.1 give The final bound uses that decreases for and , which follows from . It tends to zero uniformly over , proving consistency.
Substituting the profile into the active constraints gives and . Hence . Also , and eliminating gives .
Sharp Gaussian asymptotics under a vanishing largest weight
Statement
Assume the ellipsoid detection-boundary theorem, Countable Choice, and the Axiom of Choice. Along a sequence for which is bounded above and bounded away from zero and , the minimax level- type-II error and minimax total error satisfy where is the standard normal distribution function and is defined by . Let ; then and . The weighted tests with thresholds and attain these asymptotics, while the uncalibrated threshold has asymptotic size . The vanishing-largest-weight condition is required for this Gaussian sharp branch.
Statement references
Facts & Assumptions
Given: The q=2 detection-boundary statistic , finite-support extremal mean , , and weights ; AC and Countable Choice; bounded above and away from zero; .
q=2 Gaussian-sequence ellipsoid detection boundary: , every alternative has statistic mean , and .
Weighted chi-square triangular-array limit: under the null, when .
Symmetric Gaussian product-mixture testing bound: for the symmetric sign mixture on , , where and under the null.
Isonormal Gaussian white-noise inverse experiment and A normal variable has finite fourth moment: under the null the are independent standard normals with even density and moments and . The sixth and eighth moments are derived in step 1.2.
Slutsky's theorem for real random variables: adding a term converging to zero in probability preserves convergence in distribution.
Portmanteau theorem: convergence in distribution gives convergence of bounded uniformly continuous test expectations and convergence of probabilities on Borel sets whose boundaries have limiting probability zero.
Chebyshev-Markov inequality for the integral: Chebyshev's inequality bounds a tail probability by the variance divided by the squared deviation.
Continuity from above when one set has finite measure and Continuity from below for measures: probabilities of monotone event sequences converge to the probability of their intersection or union, respectively; the finite-measure hypothesis for continuity from above holds for probability laws.
If are differentiable on with integrable, then : on a finite interval, differentiable functions with integrable derivatives satisfy integration by parts. The Gaussian density and the polynomial factors used in step 1.2 are continuously differentiable there, with continuous, integrable derivatives.
The exponential dominates every fixed nonnegative integer power at : every fixed polynomial times the Gaussian exponential tends to zero at both ends of the real line.
Monotone convergence for the integral: nonnegative truncations of a measurable function on increasing intervals have integrals increasing to its full integral.
The Axiom of Choice: AC is used through the weighted Lindeberg–Feller theorem in [F2].
The Axiom of Countable Choice (): Countable Choice is inherited from the Gaussian sequence experiment.
Proof
Under an alternative , write and let denote the independent standard-normal noise coordinates, so . Then The first sum converges to by [F2]. The second has mean zero and variance . Thus for any sequence of alternatives with bounded , the second sum tends to zero in probability by [F7], and [F5] gives .
Put . Since is bounded and , and . For , direct differentiation gives . For each and , [F9] applied on to and gives The boundary term tends to zero by [F10], and [F11] passes the nonnegative truncated integrals to the full real line. Starting from in [F4], the recurrence gives and . Taylor's theorem applied to gives for all real : on use the bounded sixth derivative, and outside that interval use . Therefore the summed Taylor remainder in has expected absolute value at most .
Put and . Since is real-valued, the events increase to the whole space and decrease to the empty set; [F8] shows that and . Thus is nonempty and bounded below, so is finite. For every , the definition of the infimum gives some with , and monotonicity gives . Hence for every positive integer . The events decrease to , so [F8] gives and therefore . By [F2] and [F6], , since the limiting normal distribution is continuous and strictly increasing. To bound maximal type-II error, consider any sequence . If its means are unbounded, pass to a subsequence on which they tend to infinity; the variance bound in [F1] and [F7] show . If they are bounded, pass to a subsequence on which and , where . Step 1.1 gives type-II limit . A subsequence contradiction therefore proves the uniform upper bound .
The quartic term has mean and variance . Substituting the expansion from step 1.2 into [F3] gives Together with [F2], this implies that under the likelihood ratio converges along any subsequence with to for .
For any level- test , set . Pointwise, . Hence the mixture-average type-II error is at least . Along a subsequence with , step 2.1 gives , and step 2.2 and [F6] yield the limit . Since maximal type-II error dominates the mixture average, this proves the matching lower bound for .
For every test , pointwise. Thus its total error against the null and mixture is at least . By step 2.2 and [F6] this expectation tends along to , giving the matching minimax lower bound for . The weighted test at threshold has type-I limit and maximal type-II upper limit by the same bounded-mean/unbounded-mean split as step 2.1. Continuity in and compactness of the allowed range of turn the subsequential bounds into the stated formulas.
4 · Examples, counterexamples and false statements
None yet.
Sources
- Yuri I. Ingster, Theofanis Sapatinas and Irina A. Suslina, Minimax signal detection in ill-posed inverse problems, §4.1, equations (4.2)–(4.3)
- Evarist Giné and Richard Nickl, Mathematical Foundations of Infinite-Dimensional Statistical Models, §6.2.3
- Yuri I. Ingster and Irina A. Suslina, Minimax nonparametric hypothesis testing for ellipsoids and Besov bodies, ESAIM Probability and Statistics 4 (2000), pp. 53–135, especially pp. 87–100
- Rick Durrett, Probability: Theory and Examples, Version 5 (11 January 2019), section 3.4.2
- Yuri I. Ingster, Theofanis Sapatinas and Irina A. Suslina, Minimax signal detection in ill-posed inverse problems, §2, PDF pp. 4–6
- Evarist Giné and Richard Nickl, Mathematical Foundations of Infinite-Dimensional Statistical Models, §6.2.1 and §6.2.3
- Yuri I. Ingster, Theofanis Sapatinas and Irina A. Suslina, Minimax signal detection in ill-posed inverse problems, §4.1, Remark 4.1
- Yuri I. Ingster, Theofanis Sapatinas and Irina A. Suslina, Minimax signal detection in ill-posed inverse problems, §4.1, equations (4.4)–(4.8)
- Clément Marteau and Theofanis Sapatinas, A unified treatment for non-asymptotic and asymptotic approaches to minimax signal detection, §3.1
- Yuri I. Ingster, Theofanis Sapatinas and Irina A. Suslina, Minimax signal detection in ill-posed inverse problems, §4.1, PDF pp. 6–7
- Evarist Giné and Richard Nickl, Mathematical Foundations of Infinite-Dimensional Statistical Models, §6.2.3, PDF pp. 506–508
- Yuri I. Ingster, Theofanis Sapatinas and Irina A. Suslina, Minimax signal detection in ill-posed inverse problems, §4.7, Theorem 4.7, PDF pp. 18–19
- Yuri I. Ingster and Irina A. Suslina, Nonparametric Goodness-of-Fit Testing Under Gaussian Models, Chapters 4 and 6, bibliographic context only; not used as an unread proof premise
- Yuri I. Ingster, Theofanis Sapatinas and Irina A. Suslina, Minimax signal detection in ill-posed inverse problems, §2 and §4.1, PDF pp. 4–7
- Clément Marteau and Theofanis Sapatinas, A unified treatment for non-asymptotic and asymptotic approaches to minimax signal detection, §§3.1–3.2
- Yuri I. Ingster, Theofanis Sapatinas and Irina A. Suslina, Minimax signal detection in ill-posed inverse problems, Theorem 4.1 and the discussion after equation (4.3), PDF pp. 6–7