Sharp non-asymptotic minimax rates are derived for submatrix detection in Gaussian matrices, with matching upper and lower bounds on the critical signal strength μ* for all parameter configurations.
Proof of Lemma 11
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Minimax optimal submatrix detection: Sharp non-asymptotic rates
Sharp non-asymptotic minimax rates are derived for submatrix detection in Gaussian matrices, with matching upper and lower bounds on the critical signal strength μ* for all parameter configurations.