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”, Zap. Nauchn. Sem. POMI, 2017, Volume 466,Pages <nobr>300

The connection between the selection problem for a sparse submatrix of a large-size matrix and the Bayes problem of hypothesis testing

I. A. Suslina^a, O. V. Sokolov^b

^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.

UDC: 519.2

Received: 08.11.2017