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Zap. Nauchn. Sem. POMI, 2017, Volume 466, Pages 300–312 (Mi znsl6556)  

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.

Full text: PDF file (189 kB)
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Document Type: Article
UDC: 519.2
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

Citation in format AMSBIB
\Bibitem{SusSok17}
\by I.~A.~Suslina, O.~V.~Sokolov
\paper The connection between the selection problem for a~sparse submatrix of a~large-size matrix and the Bayes problem of hypothesis testing
\inbook Probability and statistics. Part~26
\serial Zap. Nauchn. Sem. POMI
\yr 2017
\vol 466
\pages 300--312
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl6556}


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