Detecting a Path of Correlations in a Network
Abstract
We consider the problem of detecting an anomaly in the form of a path of correlations hidden in white noise. We provide a minimax lower bound and a test that, under mild assumptions, is able to achieve the lower bound up to a multiplicative constant.
- Publication:
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arXiv e-prints
- Pub Date:
- November 2015
- DOI:
- 10.48550/arXiv.1511.01009
- arXiv:
- arXiv:1511.01009
- Bibcode:
- 2015arXiv151101009A
- Keywords:
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- Mathematics - Statistics Theory
- E-Print:
- arXiv admin note: text overlap with arXiv:1504.06984