Detecting randomwalks hidden in noise: Phase transition on large graphs


We consider the problem of distinguishing between two hypotheses: that a sequence of signals on a large graph consists entirely of noise, or that it contains a realization of a random walk buried in the noise. The problem of computing the error exponent of the optimal detector is simple to formulate, but exhibits deep connections to problems known to be… (More)
DOI: 10.1109/ICASSP.2013.6638893


1 Figure or Table