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Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference
Paperback
Series: Springerbriefs in Probability and Mathematical Statistics
ISBN13: 9783030809638
Publisher: Springer
Published: Sep 8 2021
Pages: 140
Weight: 0.50
Height: 0.33 Width: 6.14 Depth: 9.21
Language: English
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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