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Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference / by Zheng Gao, Stilian Stoev
(SpringerBriefs in Probability and Mathematical Statistics. ISSN:23654341)
版 | 1st ed. 2021. |
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出版者 | Cham : Springer International Publishing : Imprint: Springer |
出版年 | 2021 |
本文言語 | 英語 |
大きさ | XIII, 140 p. 12 illus., 2 illus. in color : online resource |
著者標目 | *Gao, Zheng author Stoev, Stilian author SpringerLink (Online service) |
件 名 | LCSH:Probabilities LCSH:Stochastic processes LCSH:Statistics FREE:Probability Theory FREE:Stochastic Processes FREE:Statistics |
一般注記 | Chapter 1 Introduction and Guiding Examples -- Chapter 2 Risks, Procedures, and Error Models -- Chapter 3 A Panorama of Phase Transitions -- Chapter 4 Exact Support Recovery Under Dependence -- Chapter 5 Bayes and Minimax Optimality -- Chapter 6 Uniform Relative Stability for Gaussian Array -- Chapter 7 Fundamental Statistical Limits in Genome-wide Association Studies -- References -- Additional proofs -- Exact support recovery in non AGG models 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. HTTP:URL=https://doi.org/10.1007/978-3-030-80964-5 |
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電子ブック | オンライン | 電子ブック |
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Springer eBooks | 9783030809645 |
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EB00228161 |
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データ種別 | 電子ブック |
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分 類 | LCC:QA273.A1-274.9 DC23:519.2 |
書誌ID | 4000140774 |
ISBN | 9783030809645 |