Concentration of maxima and fundamental limits in high-dimensional testing and inference [electronic resource]

• 作者： Gao, Zheng.
• 其他作者：
  • Stoev, Stilian.
  • SpringerLink (Online service)
• 其他題名：
  • SpringerBriefs in probability and mathematical statistics.
• 出版： Cham : Springer International Publishing :Imprint: Springer
• 叢書名： SpringerBriefs in probability and mathematical statistics,
• 主題： Maxima and minima. , Phase transformations (Statistical physics) , Probability Theory and Stochastic Processes. , Statistics, general.
• ISBN： 9783030809645 (electronic bk.) 、 9783030809638 (paper)
• FIND@SFXID: CGU
• 資料類型: 電子書
• 內容註: 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.
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• 摘要註: 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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