Detection of sparse additive functions

DOI10.1214/12-EJS715zbMath1295.62062arXiv1011.6369MaRDI QIDQ1950867

Yuri I. Ingster, Ghislaine Gayraud

Publication date: 28 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1011.6369

zbMATH Keywords

Gaussian white noise modelsparsitydetection boundaryasymptotic minimax approachhigh-dimensional setting

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Gaussian processes (60G15) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15) Minimax procedures in statistical decision theory (62C20)

Related Items

Nonlinear Variable Selection via Deep Neural Networks, To the memory of Yu. I. Ingster, Detection of a sparse variable function, Minimax optimal procedures for testing the structure of multidimensional functions, Statistical inference in compound functional models, Adaptive variable selection in nonparametric sparse regression, Tight conditions for consistency of variable selection in the context of high dimensionality, Principal components analysis for mixtures with varying concentrations, Higher criticism for large-scale inference, especially for rare and weak effects

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