Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference
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Beschreibung
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.
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 application to statistical genetics
Autor*in
Zheng Gao
Themen in »Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference«
High-dimensional statistics Concentration of maxima Testing problems Support recovery problems Statistical genetics Gaussian arrays Dependent errors