Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference

Name: Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference
Brand: Springer Nature
SKU: 9783030809638
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Springer Nature

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9783030809638

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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.

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