The Sparse Variance Contamination Model

07/27/2018

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by   Ery Arias-Castro, et al.

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We consider a Gaussian contamination (i.e., mixture) model where the contamination manifests itself as a change in variance. We study this model in various asymptotic regimes, in parallel with the work of Ingster (1997) and Donoho and Jin (2004), who considered a similar model where the contamination was in the mean instead.