Abstract-The problem of detecting correlations from samples of a high-dimensional Gaussian vector has recently received a lot of attention. In most existing work, detection procedures are provided with a full sample. However, following common wisdom in experimental design, the experimenter may have the capacity to make targeted measurements in an on-line and adaptive manner. In this paper, we investigate such adaptive sensing procedures for detecting positive correlations. It is shown that, using the same number of measurements, adaptive procedures are able to detect significantly weaker correlations than their nonadaptive counterparts. We also establish minimax lower bounds that show the limitations of any procedure.
We study the problem of prediction for evolving graph data. We formulate the problem as the minimization of a convex objective encouraging sparsity and lowrank of the solution, that reflect natural graph properties. The convex formulation allows to obtain oracle inequalities and efficient solvers. We provide empirical results for our algorithm and comparison with competing methods, and point out two open questions related to compressed sensing and algebra of low-rank and sparse matrices.
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