Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference

Häftad, Engelska, 2021

Av Zheng Gao, Stilian Stoev

919 kr

Beställningsvara. Skickas inom 7-10 vardagar
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