| Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference 2021 Edition Contributor(s): Gao, Zheng (Author), Stoev, Stilian (Author) |
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ISBN: 3030809633 ISBN-13: 9783030809638 Publisher: Springer OUR PRICE: $66.49 Product Type: Paperback Published: September 2021 |
| Additional Information |
| BISAC Categories: - Mathematics | Probability & Statistics - Stochastic Processes |
| Physical Information: 0.33" H x 6.14" W x 9.21" (0.50 lbs) 140 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: 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. |