  We consider the problem of robustly testing the norm of a high-dimensional
sparse signal vector under two different observation models. In the first
model, we are given $n$ i.i.d. samples from the distribution
$\mathcal{N}\left(\theta,I_d\right)$ (with unknown $\theta$), of which a small
fraction has been arbitrarily corrupted. Under the promise that
$\|\theta\|_0\le s$, we want to correctly distinguish whether $\|\theta\|_2=0$
or $\|\theta\|_2>\gamma$, for some input parameter $\gamma>0$. We show that any
algorithm for this task requires $n=\Omega\left(s\log\frac{ed}{s}\right)$
samples, which is tight up to logarithmic factors. We also extend our results
to other common notions of sparsity, namely, $\|\theta\|_q\le s$ for any $0 < q
< 2$. In the second observation model that we consider, the data is generated
according to a sparse linear regression model, where the covariates are i.i.d.
Gaussian and the regression coefficient (signal) is known to be $s$-sparse.
Here too we assume that an $\epsilon$-fraction of the data is arbitrarily
corrupted. We show that any algorithm that reliably tests the norm of the
regression coefficient requires at least $n=\Omega\left(\min(s\log
d,{1}/{\gamma^4})\right)$ samples. Our results show that the complexity of
testing in these two settings significantly increases under robustness
constraints. This is in line with the recent observations made in robust mean
testing and robust covariance testing.
