Detecting a path of correlations in a network

Authors: Ery Arias-Castro and Gábor Lugosi

Alea, Vol. 14, No 1, 33-44, February, 2017

We consider the problem of detecting an anomaly in the form of a path of correlations hidden in white noise. We provide a minimax lower bound and a test that, under mild assumptions, is able to achieve the lower bound up to a multiplicative constant.