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Zapiski Nauchnykh Seminarov POMI, 2017, Volume 466, Pages 300–312
(Mi znsl6556)
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The connection between the selection problem for a sparse submatrix of a large-size matrix and the Bayes problem of hypothesis testing
I. A. Suslinaa, O. V. Sokolovb a St. Petersburg National Research University of Information, Technologies, Mechanics and Optics, St. Petersburg, Russia
b Moscow, Russia
Abstract:
We associate the selection problem for a sparse submatrix of a matrix of large dimension and the problem of testing the hypothesis of the existence of a sparse submatrix possessing the required properties with the Bayesian hypothesis testing problem.
Key words and phrases:
Bayes problem of hypothesis testing, Bayesian risk, minimax risk, selection, optimal Bayesian test, consistent test.
Received: 08.11.2017
Citation:
I. A. Suslina, O. V. Sokolov, “The connection between the selection problem for a sparse submatrix of a large-size matrix and the Bayes problem of hypothesis testing”, Probability and statistics. Part 26, Zap. Nauchn. Sem. POMI, 466, POMI, St. Petersburg, 2017, 300–312
Linking options:
https://www.mathnet.ru/eng/znsl6556 https://www.mathnet.ru/eng/znsl/v466/p300
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Statistics & downloads: |
Abstract page: | 102 | Full-text PDF : | 28 | References: | 18 |
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