Alphabeta Math

Minimax signal detection and separation rates

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1 · Prerequisites
2 · Logical flowchart

3 · Items

Lemma

Weighted chi-square triangular-array limit

Lemma

Sparse Gaussian scalar certificate and extremal profile

Lemma

A finite-array normal limit from vanishing fourth moments

Definition

Minimax detection risk and separation rate

Lemma

Existence of a finite q=2 ellipsoid extremal profile for small radius

Lemma

The q=2 ellipsoid extremal profile minimizes the fourth-power objective

Lemma

Symmetric Gaussian product-mixture testing bound

Theorem

Sparse q<2 detection regime split

Theorem

q=2 Gaussian-sequence ellipsoid detection boundary

Corollary

Sharp Gaussian asymptotics under a vanishing largest weight

Sources