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Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference (SpringerBriefs in Probability and Mathematical Statistics) - Softcover
Inhaltsangabe
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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Über die Autorin bzw. den Autor
Zheng Gao graduated with a PhD in Statistics from the University of Michigan in 2020. His research focuses on large-scale multiple testing problems and real-time anomaly detection on high-dimensional data streams.
Stilian Stoev is a Full Professor of Statistics at the University of Michigan, Ann Arbor. His research involves topics in applied probability, statistics and their applications to insurance and computer networks. Most recently, he has been working on extreme value theory.
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Concentration of Maxima and Fundamental Limits in High Dimensional Testing and I (eng)
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Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference
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Springer International Publishing, 2021
ISBN 10: 3030809633
ISBN 13: 9783030809638
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Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book provides a unified exposition of some fundamental theoretical problems in high-dimensional statistics. It specificallyconsiders 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. Artikel-Nr. 9783030809638
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Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference
ISBN 10: 3030809633
ISBN 13: 9783030809638
Neu
Taschenbuch
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Taschenbuch. Zustand: Neu. Neuware -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.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 156 pp. Englisch. Artikel-Nr. 9783030809638
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Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference (SpringerBriefs in Probability and Mathematical Statistics)
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Concentration of Maxima and Fundamental Limits in High-dimensional Testing and Inference
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Paperback. Zustand: Brand New. 153 pages. 9.25x6.10x0.37 inches. In Stock. Artikel-Nr. x-3030809633
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