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Julien Chhor (CREST) – “Minimax Testing in Random Graphs”

January 8, 3:00 pm - 4:00 pm

The Statistics-Econometrics-Machine Learning Seminar.

Time: 15:00 pm – 16:00 pm
Date: 8th of January 2020
Place: Room 3001.

Julien CHHOR (CREST) – “Minimax Testing in Random Graphs”

Abstract : In a lot of recent statistical applications, the intensifying use of networks has made large random graphs a decisive field of interest. To name a few topics, we can mention community detection (in the stochastic block model or in social networks), as well as network modelling, or in modelling the brain. On the other hand, the existing literature about hypothesis testing is profuse. Yet quite surprisingly, only little literature exists about hypothesis testing in random graphs. In this talk, we fill the gap by studying two different testing problems in inhomogeneous Erdös-Rényi random graphs. After having introduced general tools for minimax testing, we first study a two sample testing problem in random graphs under sparsity constraints and second, the goodness-of-fit problem (also called identity testing problem), for which we identify minimax-optimal adaptive tests.

Sponsors:
CREST

Details

Date:
January 8
Time:
3:00 pm - 4:00 pm
Event Categories:
,
Website:
https://statecoml.github.io

Venue

ENSAE ParisTech
5, avenue Henry Le Chatelier
91120 Palaiseau, France

Organizers

Martin Mugnier
François-Pierre Paty
Nicolas Schreuder