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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

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

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