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...

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Detaylı Bibliyografya
Asıl Yazarlar: Juditsky, Anatoli, 1962- (Yazar), Nemirovskiĭ, A. S. (Arkadiĭ Semenovich) (Yazar)
Materyal Türü: Licensed eBooks
Dil:İngilizce
Baskı/Yayın Bilgisi: Princeton, New Jersey : Princeton University Press [2020]
Seri Bilgileri:Princeton series in applied mathematics.
Online Erişim:https://www.jstor.org/stable/10.2307/j.ctvqsdxqd
İçindekiler:
  • 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.