Statistics Seminar
Speaker Dr. Ming Yuan, University of Wisconsin – Madison
Title “Rate-Optimal Detection of Very Short Signal Segments”
Date Thursday, October 23, 2014
Time 4:00 PM – 5:00 PM
Location 269 Everitt
Abstract:
Motivated by a range of applications in engineering and genomics, we consider in this paper detection of very short signal segments in three settings: signals with known shape, arbitrary signals, and smooth signals. Optimal rates of detection are established for the three cases and rate-optimal detectors are constructed. The detectors are easily implementable and are based on scanning with linear and quadratic statistics. Our analysis reveals both similarities and differences in the strategy and fundamental difficulty of detection among these three settings.