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Adaptive Minimax Nonparametric Hypothesis Testing

§ Problem Statement

Setup

Unsolved Problem

§ Discussion

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§ Significance & Implications

§ Known Partial Results

§ References

[1]

Adaptive hypothesis testing using wavelets

Vladimir Spokoiny (1996)

Annals of Statistics

📍 Section 2.3 (“Adaptive testing”), Theorem 2.2 (impossibility of full adaptation) and Theorem 2.3 (minimal adaptation factor $t_\varepsilon=(\ln\ln\varepsilon^{-1})^{1/4}$), pp. 2481–2482.

[2]

Nonparametric Goodness-of-Fit Testing Under Gaussian Models

Yuri Ingster, Irina Suslina (2003)

Springer Lecture Notes in Statistics

[3]

Signal detection and testing for Gaussian matrices

Alexandra Carpentier, Richard Nickl (2015)

📍 Section 3 (Adaptation cost), Theorem 3.1 (exact adaptation cost for testing in Gaussian sequence model), p. 8.

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