Beställningsvara. Skickas inom 10-15 vardagar. Fri frakt över 249 kr.
Beskrivning
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.
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.
Innehållsförteckning
Chapter 1 Introduction and Guiding Examples.- Chapter 2 Risks, Procedures, and Error Models.- Chapter 3 A Panorama of Phase Transitions.- Chapter 4 Exact Support Recovery Under Dependence.- Chapter 5 Bayes and Minimax Optimality.- Chapter 6 Uniform Relative Stability for Gaussian Array.- Chapter 7 Fundamental Statistical Limits in Genome-wide Association Studies.- References.- Additional proofs.- Exact support recovery in non AGG models.