Statistical inference via convex optimization /
"This authoritative book draws on the latest research to explore the interplay of high-dimensional statistics with optimization. Through an accessible analysis of fundamental problems of hypothesis testing and signal recovery, Anatoli Juditsky and Arkadi Nemirovski show how convex optimization...
| Main Authors: | , |
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| Format: | Licensed eBooks |
| Language: | English |
| Published: |
Princeton, New Jersey :
Princeton University Press
[2020]
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| Series: | Princeton series in applied mathematics.
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| Online Access: | https://www.jstor.org/stable/10.2307/j.ctvqsdxqd |
Table of Contents:
- On computational tractability
- Sparse recovery via ℓ₁ minimization
- Hypothesis testing
- From hypothesis testing to estimating functionals
- Signal recovery by linear estimation
- Signal recovery beyond linear estimates
- Solutions to selected exercises.