Detecting markov random fields hidden in white noise
Ery Arias-Castro, Sébastien Bubeck, Gábor Lugosi, Nicolas Verzélen · Repositori digital de la UPF (Universitat Pompeu Fabra) · 2018
Motivated by change point problems in time series and the detection of textured objects in images, we consider the problem of detecting a piece of a Gaussian Markov random field hidden in white Gaussian noise. We derive minimax lower bounds and propose near-optimal tests.