Fundamental limits of exact support recovery in high dimensions

DOI10.3150/20-BEJ1197zbMath1473.62187arXiv1811.05124OpenAlexW3080232106MaRDI QIDQ2203616

Zheng Gao, Stilian A. Stoev

Publication date: 7 October 2020

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1811.05124

zbMATH Keywords

Ramsey theoryrelative stabilityhigh-dimensional inferencesupport recoverySudakov-Fernique inequalityrapid variationconcentration of maxima

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Hypothesis testing in multivariate analysis (62H15) Point estimation (62F10) Minimax procedures in statistical decision theory (62C20) Extreme value theory; extremal stochastic processes (60G70) Signal detection and filtering (aspects of stochastic processes) (60G35) Large deviations (60F10)

Related Items

On the asymptotic distribution of the scan statistic for empirical distributions, Variable selection, monotone likelihood ratio and group sparsity, On the rate of concentration of maxima in Gaussian arrays

Uses Software

• AMON

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