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Concentration of maxima and fundamen...

Gao, Zheng.

Concentration of maxima and fundamental limits in high-dimensional testing and inference

Record Type:	Electronic resources : Monograph/item
Title/Author:	Concentration of maxima and fundamental limits in high-dimensional testing and inferenceby Zheng Gao, Stilian Stoev.
Author:	Gao, Zheng.
other author:	Stoev, Stilian.
Published:	Cham :Springer International Publishing :2021.
Description:	xiii, 140 p. :ill., digital ;24 cm.
Contained By:	Springer Nature eBook
Subject:	Maxima and minima.
Online resource:	https://doi.org/10.1007/978-3-030-80964-5
ISBN:	9783030809645$q(electronic bk.)

Concentration of maxima and fundamental limits in high-dimensional testing and inference
Gao, Zheng.

Concentration of maxima and fundamental limits in high-dimensional testing and inference[electronic resource] /by Zheng Gao, Stilian Stoev. - Cham :Springer International Publishing :2021. - xiii, 140 p. :ill., digital ;24 cm. - SpringerBriefs in probability and mathematical statistics,2365-4341. - SpringerBriefs in probability and mathematical statistics..

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.

ISBN: 9783030809645$q(electronic bk.)

Standard No.: 10.1007/978-3-030-80964-5doiSubjects--Topical Terms:

185328
Maxima and minima.

LC Class. No.: QA402.5

Dewey Class. No.: 511.66

Concentration of maxima and fundamental limits in high-dimensional testing and inference
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520 $a 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.
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