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Detecting Markov random fields hidden in white noise

Abstract : 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.
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Ery Arias-Castro, Sébastien Bubeck, Gabor Lugosi, Nicolas Verzelen. Detecting Markov random fields hidden in white noise. Bernoulli, Bernoulli Society for Mathematical Statistics and Probability, 2018, 24 (4B), pp.3628-3656. ⟨10.3150/17-BEJ973⟩. ⟨hal-02621155⟩

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