|Author||: Zheng Gao|
|File Size||: 49,7 Mb|
|Release Date||: 08 September 2021|
|Pages||: 140 pages|
Concentration of Maxima and Fundamental Limits in High Dimensional Testing and Inference by Zheng Gao Book PDF Summary
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.