Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference
Av Stilian Stoev, Zheng Gao, 2021.Del av serien SpringerBriefs in Probability and Mathematical Statistics.
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.
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Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference
Av Stilian Stoev, Zheng Gao, 2021.Del av serien SpringerBriefs in Probability and Mathematical Statistics.
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.
Oppdag mer
Ikke tilgjengelig for Klikk&Hent
Midlertidig tomt på lager
Bestillingsvare. Forventes sendt om ca 20 dager
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