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

573 kr
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Om denne bog

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. 

Product detaljer
Sprog:
Engelsk
Sider:
140
ISBN-13:
9783030809638
Indbinding:
Paperback
Udgave:
ISBN-10:
3030809633
Udg. Dato:
8 sep 2021
Længde:
0mm
Bredde:
155mm
Højde:
235mm
Forlag:
Springer Nature Switzerland AG
Oplagsdato:
8 sep 2021
Forfatter(e):
Kategori sammenhænge