Detecting a Path of Correlations in a Network
Ery Arias-Castro, Gábor Lugosi, Nicolas Verzélen · Latin American Journal of Probability and Mathematical Statistics · 2017
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.