Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference
Download or Read eBook Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference PDF written by Zheng Gao and published by Springer Nature. This book was released on 2021-09-07 with total page 147 pages. Available in PDF, EPUB and Kindle.
| Author | : Zheng Gao |
| Publisher | : Springer Nature |
| Total Pages | : 147 |
| Release | : 2021-09-07 |
| ISBN-10 | : 9783030809645 |
| ISBN-13 | : 3030809641 |
| Rating | : 4/5 (45 Downloads) |
Book Synopsis Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference by : Zheng Gao
Book excerpt: 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.
