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Beschreibung
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.
Details
| Verlag | Springer International Publishing |
| Ersterscheinung | 08. September 2021 |
| Maße | 23.5 cm x 15.5 cm |
| Gewicht | 248 Gramm |
| Format | Softcover |
| ISBN-13 | 9783030809638 |
| Auflage | 1st ed. 2021 |
| Seiten | 140 |
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