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Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference - Couverture souple
Synopsis
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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À propos de l?auteur
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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Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference (Paperback)
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ISBN 13 : 9783030809638
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Paperback. Etat : new. Paperback. 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. This book provides a unified exposition of some fundamental theoretical problems in high-dimensional statistics. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. N° de réf. du vendeur 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
Edité par
Springer, 2021
ISBN 10 : 3030809633
ISBN 13 : 9783030809638
Ancien ou d'occasion
Couverture souple
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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 (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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ISBN 10 : 3030809633
ISBN 13 : 9783030809638
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Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 156 pp. Englisch. N° de réf. du vendeur 9783030809638
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Concentration of Maxima and Fundamental Limits in High-dimensional Testing and Inference
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Paperback. Etat : Brand New. 153 pages. 9.25x6.10x0.37 inches. In Stock. This item is printed on demand. N° de réf. du vendeur __3030809633
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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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