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Detecting Markov Random Fields Hidden in White Noise (1504.06984v2)
Published 27 Apr 2015 in math.ST and stat.TH
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.