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SUMMARY:Nonparametric change-point detection with sparse alternatives - Ha
 rchaoui\, Z (INRIA and LJK)
DTSTART:20140115T103000Z
DTEND:20140115T110000Z
UID:TALK49927@talks.cam.ac.uk
CONTACT:Mustapha Amrani
DESCRIPTION:We consider the problem of detecting the change in mean in a s
 equence of Gaussian vectors. We assume that the change happens only in som
 e of the components of the vector. We construct a nonparametric testing pr
 ocedure that is adaptive to the number of changing components. Under high-
 dimensional assumptions we obtain the detection boundary and show the rate
  optimality of the test.\n
LOCATION:Seminar Room 1\, Newton Institute
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