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...
| Những tác giả chính: | , |
|---|---|
| Định dạng: | Licensed eBooks |
| Ngôn ngữ: | Tiếng Anh |
| Được phát hành: |
Princeton, New Jersey :
Princeton University Press
[2020]
|
| Loạt: | Princeton series in applied mathematics.
|
| Truy cập trực tuyến: | https://www.jstor.org/stable/10.2307/j.ctvqsdxqd |
Mục lục:
- 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.