SpringerBriefs in Probability and Mathematical Statistics

Gao, Zheng; Stoev, Stilian

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

Published by: Springer

Publication Date: 2021-09-08

Format: Paperback

ISBN-13: 9783030809638

DOI: 10.1007/978-3-030-80964-5

Dimensions: 235cm x155cm

Pages: 140