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Free, publicly-accessible full text available March 1, 2026
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Kotekal, Subhodh; Gao, Chao (, IEEE transactions on information theory)Free, publicly-accessible full text available January 12, 2026
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Kotekal, Subhodh; Gao, Chao (, IEEE transactions on information theory)Free, publicly-accessible full text available December 1, 2025
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Kotekal, Subhodh; Gao, Chao (, IEEE Transactions on Information Theory)Free, publicly-accessible full text available December 1, 2025
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Kotekal, Subhodh; Gao, Chao (, Information and Inference: A Journal of the IMA)Abstract We fully characterize the nonasymptotic minimax separation rate for sparse signal detection in the Gaussian sequence model with $$p$$ equicorrelated observations, generalizing a result of Collier, Comminges and Tsybakov. As a consequence of the rate characterization, we find that strong correlation is a blessing, moderate correlation is a curse and weak correlation is irrelevant. Moreover, the threshold correlation level yielding a blessing exhibits phase transitions at the $$\sqrt{p}$$ and $$p-\sqrt{p}$$ sparsity levels. We also establish the emergence of new phase transitions in the minimax separation rate with a subtle dependence on the correlation level. Additionally, we study group structured correlations and derive the minimax separation rate in a model including multiple random effects. The group structure turns out to fundamentally change the detection problem from the equicorrelated case and different phenomena appear in the separation rate.more » « less
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