Detecting a path of correlations in a network | Barcelona School of Economics

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.

Subscribe to our newsletter

Want to receive the latest news and updates from the BSE? Share your details below.

Email Address*

First Name*

Last Name*

I CONSENT

By checking "I Consent" and submitting this form, you agree to allow the Barcelona School of Economics (BSE) to use the information you have provided to contact you about BSE news and events.

Founding Institutions

Distinctions

Quality Transparency Legal Cookie Policy Contact Us Site map

Subscribe to our newsletter

Want to receive the latest news and updates from the BSE? Share your details below.

Email Address*

First Name*

Last Name*

I CONSENT

By checking "I Consent" and submitting this form, you agree to allow the Barcelona School of Economics (BSE) to use the information you have provided to contact you about BSE news and events.

Subscribe to our newsletter

Learn more

Are you interested?

Complete your details and we'll keep you informed

First Name*

Last Name*

Email Address*

Organization

Message*

Select Master's program

Comp

Data Science

DS Decision Making

Econ

EPP

Fin

ITFD

Macro

PhD

Energy

UTM Content

UTM Campaign

UTM Medium

UTM Source

CRM ID Lead

MKT Tools

MKT Tools ID

Event Date

Device

SOP

Url

Full Url

Geolocated Country

I give my consent to be contacted by BSE with information about related academic offers in the future.