Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference Edition: 1st ed.
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.
- Request Code
- ZLIB.IO18501150
- Published
- 2022
- Publisher
- Springer
- Pages
- 1
- Language
- English
- Format
- EPUB PAGES
- ISBN-13
- 9783030809645
- ISBN-10
- 3030809641