SpringerBriefs in Probability and Mathematical Statistics

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

Authors: Gao, Zheng, Stoev, Stilian

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  • Provides a unified exposition of fundamental problems in high-dimensional statistics
  • Tackles canonical problems of detection and support estimation for sparse signals observed with noise
  • Gives an application to statistical genetics
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  • ISBN 978-3-030-80964-5
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About this book

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 authors

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.

Table of contents (7 chapters)

Table of contents (7 chapters)

Buy this book

eBook 46,00 €
price for Spain (gross)
  • ISBN 978-3-030-80964-5
  • Digitally watermarked, DRM-free
  • Included format: PDF, EPUB
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover 57,19 €
price for Spain (gross)
  • ISBN 978-3-030-80963-8
  • Free shipping for individuals worldwide
  • Institutional customers should get in touch with their account manager
  • Covid-19 shipping restrictions
  • Usually ready to be dispatched within 3 to 5 business days, if in stock
  • The final prices may differ from the prices shown due to specifics of VAT rules
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Bibliographic Information

Bibliographic Information
Book Title
Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference
Authors
Series Title
SpringerBriefs in Probability and Mathematical Statistics
Copyright
2021
Publisher
Springer International Publishing
Copyright Holder
The Author(s), under exclusive license to Springer Nature Switzerland AG
eBook ISBN
978-3-030-80964-5
DOI
10.1007/978-3-030-80964-5
Softcover ISBN
978-3-030-80963-8
Series ISSN
2365-4333
Edition Number
1
Number of Pages
XIII, 140
Number of Illustrations
10 b/w illustrations, 2 illustrations in colour
Topics