TY  - GEN
AB  - 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.
AU  - Gao, Zheng.
AU  - Stoev, Stilian.
CN  - QA402.5
CY  - Cham :
DA  - 2021.
DO  - 10.1007/978-3-030-80964-5
DO  - doi
ID  - 1439573
KW  - Maxima and minima.
KW  - Phase transformations (Statistical physics)
KW  - Maximums et minimums.
KW  - Transitions de phase.
LK  - https://univsouthin.idm.oclc.org/login?url=https://link.springer.com/10.1007/978-3-030-80964-5
N1  - A.1 Auxiliary Facts of Chi-Square Distributions.
N2  - 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.
PB  - Springer,
PP  - Cham :
PY  - 2021.
SN  - 9783030809645
SN  - 3030809641
T1  - Concentration of maxima and fundamental limits in high-dimensional testing and inference /
TI  - Concentration of maxima and fundamental limits in high-dimensional testing and inference /
UR  - https://univsouthin.idm.oclc.org/login?url=https://link.springer.com/10.1007/978-3-030-80964-5
ER  -