Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference
Häftad, Engelska, 2021
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Fri frakt för medlemmar vid köp för minst 249 kr.This book provides a unified exposition of some fundamental theoretical problems in high-dimensional statistics. It specifically considers the canonical problems of detection and support estimation for sparse signals observed with noise. Novel phase-transition results are obtained for the signal support estimation problem under a variety of statistical risks. Based on a surprising connection to a concentration of maxima probabilistic phenomenon, the authors obtain a complete characterization of the exact support recovery problem for thresholding estimators under dependent errors.
Produktinformation
- Utgivningsdatum2021-09-08
- Mått155 x 235 x undefined mm
- SpråkEngelska
- SerieSpringerBriefs in Probability and Mathematical Statistics
- Antal sidor140
- FörlagSpringer Nature Switzerland AG
- EAN9783030809638