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Activity Number: 45 - Emerging Methods for Network Testing and Related Problems
Type: Invited
Date/Time: Sunday, July 28, 2019 : 4:00 PM to 5:50 PM
Sponsor: IMS
Abstract #300577
Title: Signal Detection in Spiked Random Matrix and Network Models
Author(s): Zongming Ma* and Debapratim Banerjee
Companies: University of Pennsylvania and University of Pennsylvania
Keywords: signal detection; random graph; network; linear spectral statistics

In this talk, we consider several signal detection problems that share a null vs. spiked alternative setup. This general setup includes, but is not limited to, Erdos—Renyi random graphs vs. planted partition models, white noise models vs. finite Gaussian mixtures, and white noise vs. spiked covariance models. We discuss the asymptotic normality of log-likelihood ratios against local alternatives and polynomial time detection algorithms based on linear spectral statistics.

Authors who are presenting talks have a * after their name.

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