株式会社極東書店トップ ＞ 商品一覧 ＞ Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference. 1st ed. 2021.
商品詳細
Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference. 1st ed. 2021.
・ISBN 978-3-030-80963-8 paper EUR 64.99
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| 著者・編者 | Gao, Zheng / Stoev, Stilian, |
|---|---|
| シリーズ | SpringerBriefs in Probability and Mathematical Statistics |
| 出版社 | (Springer Nature Switzerland AG, SZ) |
| 出版年月 | 2021 |
| ページ数 | 140 pp. |
| 言語 | ENG |
| ニュース番号 | ＜M25-6165＞ |
解説
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.