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## Global testing for dependent BernoullisAdd to your list(s) Download to your calendar using vCal - Sumit Mukherjee (Columbia University)
- Friday 08 October 2021, 16:00-17:00
- https://maths-cam-ac-uk.zoom.us/j/93998865836?pwd=VzVzN1VFQ0xjS3VDdlY0enBVckY5dz09.
If you have a question about this talk, please contact Qingyuan Zhao. Suppose $(X_1,\ldots,X_n)$ are independent Bernoulli random variables with $\mathbb{E}(X_i)= p_i$, and we want to test the global null hypothesis that $p_i=\frac{1}{2}$ for all $i$, versus the alternative that there is a sparse set of size $s$ on which $p_i\ge \frac{1}{2}+A$. The detection boundary of this test in terms of $(s,A)$ is well understood, both in the case when the signal is arbitrary, and when the signal is present in a segment. We study the above questions when the Bernoullis are dependent, and the dependence is modeled by a graphical model (Ising model). In this case, contrary to what typically happens, dependence can allow detection of smaller signals than the independent case. This phenomenon happens over a wide range of graphs, for both arbitrary signals and segment signals. This talk is based on joint work with Nabarun Deb, Rajarshi Mukherjee, and Ming Yuan This talk is part of the Statistics series. ## This talk is included in these lists:- All CMS events
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