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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Bibliographic Details
Call Number:Libro Electrónico
Main Authors: Juditsky, Anatoli, 1962- (Author), Nemirovskiĭ, A. S. (Arkadiĭ Semenovich) (Author)
Format: Electronic eBook
Language:Inglés
Published: Princeton, New Jersey : Princeton University Press, [2020]
Series:Princeton series in applied mathematics.
Subjects:
Mathematical statistics.
Mathematical optimization.
Convex functions.
Optimisation mathématique.
Fonctions convexes.
MATHEMATICS > Optimization.
All of Nonparametric Statistics.
Asymptotic Methods in Statistical Decision Theory.
Dantzig selector.
Gaussian observations.
Has'minskii.
Hellinger distance.
Ibragimov.
Introduction to Nonparametric Estimation.
Lagrange duality.
Le Cam.
N-convex function.
Statistical Estimation.
Tsybakov.
Wasserman.
bisection algorithm.
conic programming.
convex sets.
duality.
ell-1-norm minimization.
estimating functions.
lasso selector.
minimization.
saddle points.
signal plus noise.
signal-to-noise.
unobserved signal.
variable selection.
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