Téléchargez le livre : Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference

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

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Éditeur :

Springer


Collection :

SpringerBriefs in Probability and Mathematical Statistics

Paru le : 2021-09-07

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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. 
Pages
140 pages
Collection
SpringerBriefs in Probability and Mathematical Statistics
Parution
2021-09-07
Marque
Springer
EAN papier
9783030809638
EAN PDF
9783030809645
Informations sur l'ebook
Nombre pages copiables
1
Nombre pages imprimables
14
Taille du fichier
2826 Ko
Prix
68,56 €
EAN EPUB
9783030809645
Informations sur l'ebook
Nombre pages copiables
1
Nombre pages imprimables
14
Taille du fichier
10680 Ko
Prix
68,56 €

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