书目名称 | Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference |
编辑 | Zheng Gao,Stilian Stoev |
视频video | |
概述 | Provides a unified exposition of fundamental problems in high-dimensional statistics.Tackles canonical problems of detection and support estimation for sparse signals observed with noise.Gives an appl |
丛书名称 | SpringerBriefs in Probability and Mathematical Statistics |
图书封面 |  |
描述 | .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. . |
出版日期 | Book 2021 |
关键词 | High-dimensional statistics; Concentration of maxima; Testing problems; Support recovery problems; Stati |
版次 | 1 |
doi | https://doi.org/10.1007/978-3-030-80964-5 |
isbn_softcover | 978-3-030-80963-8 |
isbn_ebook | 978-3-030-80964-5Series ISSN 2365-4333 Series E-ISSN 2365-4341 |
issn_series | 2365-4333 |
copyright | The Author(s), under exclusive license to Springer Nature Switzerland AG 2021 |