图 书 馆
一个稀疏的正规均值模型的测试和估计，与形状约束推理的连接Testing and estimation in a sparse normal means model, with connections to shape restricted inference |
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| 课程网址: | http://videolectures.net/smls09_wellner_taeiasn/ |
| 主讲教师: | Jon Wellner |
| 开课单位: | 华盛顿大学 |
| 开课时间: | 2009-05-06 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | Donoho and Jin (2004), following work of Ingster (1999), studied the problem of testing for any signal in a sparse normal means model and showed that there is a “detection boundary” above which the signal can be detected and below which no test has any power. They showed that Tukey’s “higher criticism” statistic achieves the detection boundary. I will introduce a new family of test statistics based on phi-divergences indexed by s ∈ [−1, 2] which all achieve the Donoho-Jin- Ingster detection boundary. I will also review recent work on estimating the proportion of non-zero means and make some connections to shape-constrained estimation. |
| 关 键 词: | 模型; 稀疏; 估计 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2020-06-03：魏雪琼(课程编辑志愿者) |
| 阅读次数: | 37 |