E-Books →Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference
Published by: Baturi on 9-09-2021, 13:58 | 
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Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference by Zheng Gao
English | PDF,EPUB | 2021 | 147 Pages | ISBN : 3030809633 | 13.2 MB
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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