Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference
Zheng Gao author Stilian Stoev author
Format:Paperback
Publisher:Springer Nature Switzerland AG
Published:8th Sep '21
Currently unavailable, and unfortunately no date known when it will be back
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.
ISBN: 9783030809638
Dimensions: unknown
Weight: unknown
140 pages
1st ed. 2021