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Adaptive two sample test in the density setting
Projektbearbeiter:
M.Sc. M.Sc. Joseph Lam
Finanzierung:
Haushalt;
We consider the problem of testing between two samples of (non necessarily uniform) density. While minimax signal detection in the case where the null hypothesis density is uniform is well understood, recent works in the case of multinomial distributions have highlighted the amelioration in the minimax rate that can come when considering non uniform null hypothesis density. We want to study this problem in the two sample testing case, which is significantly more complex, and extend it to smooth densities.

Schlagworte

two samples of (non necessarily uniform) density
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