Results 21 to 30 of about 259 (38)
Recent developments towards optimality in multiple hypothesis testing
, 2006 There are many different notions of optimality even in testing a single hypothesis. In the multiple testing area, the number of possibilities is very much greater.
Shaffer, Juliet Popper
core +2 more sources
Nearly optimal minimax estimator for high-dimensional sparse linear regression
, 2013 We present estimators for a well studied statistical estimation problem: the estimation for the linear regression model with soft sparsity constraints ($\ell_q$ constraint with ...
Zhang, Li
core +1 more source
Detection of an anomalous cluster in a network
, 2010 We consider the problem of detecting whether or not, in a given sensor network, there is a cluster of sensors which exhibit an "unusual behavior." Formally, suppose we are given a set of nodes and attach a random variable to each node.
Arias-Castro, Ery +2 more
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Consistency of cross validation for comparing regression procedures
, 2008 Theoretical developments on cross validation (CV) have mainly focused on selecting one among a list of finite-dimensional models (e.g., subset or order selection in linear regression) or selecting a smoothing parameter (e.g., bandwidth for kernel ...
Yang, Yuhong
core +1 more source
2000 Mathematics Subject Classification: Primary 62C99, sec-ondary 62C10, 62C20, 62J05
, 2016 The paper deals with recovering an unknown vector β ∈ R^p based on the observations Y = Xβ + ∈ξ and Z = X + σζ, where X is an unknown n×p-matrix with n ≥ p, ξ ∈ R^p is a standard white Gaussian noise, ζ is a n × p-matrix with i.i.d. standard Gaussian entries, and ∈, σ ∈ R^+ are known noise levels. It is assumed that X has a large condition number and p
Golubev, Yu., Zimolo, Th.
openaire +1 more source
Asymptotically minimax Bayes predictive densities
, 2007 Given a random sample from a distribution with density function that depends on an unknown parameter $\theta$, we are interested in accurately estimating the true parametric density function at a future observation from the same distribution.
Aslan, Mihaela
core +1 more source
Model selection in regression under structural constraints
, 2013 The paper considers model selection in regression under the additional structural constraints on admissible models where the number of potential predictors might be even larger than the available sample size.
Abramovich, Felix, Grinshtein, Vadim
core +1 more source
Testability of high-dimensional linear models with nonsparse structures. [PDF]
Ann Stat, 2022 Bradic J, Fan J, Zhu Y.
europepmc +1 more source
Optimal Estimation and Prediction for Dense Signals in High-Dimensional Linear Models [PDF]
, 2012 Estimation and prediction problems for dense signals are often framed in terms of minimax problems over highly symmetric parameter spaces. In this paper, we study minimax problems over l2-balls for high-dimensional linear models with Gaussian predictors.
Dicker, Lee
core
Estimating the Reach of a Manifold via its Convexity Defect Function. [PDF]
Discrete Comput Geom, 2022 Berenfeld C +3 more
europepmc +1 more source