Concentration of Maxima and Fundamental Limits in High-dimensional Testing and Inference
Gao, Zheng; Stoev, Stilian
ISBN 10: 3030809633 ISBN 13: 9783030809638
Published by Springer, 2021
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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.
About the Author: 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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Title: Concentration of Maxima and Fundamental ...
Publisher: Springer
Publication Date: 2021
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Taschenbuch. Condition: Neu. Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference | Zheng Gao (u. a.) | Taschenbuch | SpringerBriefs in Probability and Mathematical Statistics | xiii | Englisch | 2021 | Springer | EAN 9783030809638 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. Seller Inventory # 120208222
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Paperback. Condition: 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. Seller Inventory # 9783030809638
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Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -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.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 156 pp. Englisch. Seller Inventory # 9783030809638
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. Seller Inventory # 9783030809638
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Taschenbuch. Condition: 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. Seller Inventory # 9783030809638