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

Released on by Zheng Gao
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  • Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference Book Detail

  • Author : Zheng Gao
  • Release Date : 2021-09-07
  • Publisher : Springer Nature
  • Genre : Mathematics
  • Pages : 147
  • ISBN 13 : 3030809641
  • File Size : 61,61 MB
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Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference by Zheng Gao PDF Summary

Book 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.

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