A guided random walk through some high dimensional problems (Q2431011)

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Language	Label	Description	Also known as
English	A guided random walk through some high dimensional problems	scientific article

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scholarly article

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A guided random walk through some high dimensional problems (English)

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Jayanta K. Ghosh

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Sankhyā. Series A

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publication date

8 April 2011

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s13171-010-0017-2

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Adapting to unknown sparsity by controlling the false discovery rate

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A CLT for regularized sample covariance matrices

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The control of the false discovery rate in multiple testing under dependency.

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Some theory for Fisher's linear discriminant function, `naive Bayes', and some alternatives when there are many more variables than observations

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Covariance regularization by thresholding

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Nonparametric empirical Bayes and compound decision approaches to estimation of a high-dimensional vector of normal means

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Estimation and confidence sets for sparse normal mixtures

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Higher criticism for detecting sparse heterogeneous mixtures.

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Ideal spatial adaptation by wavelet shrinkage

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Adapting to Unknown Smoothness via Wavelet Shrinkage

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Fixed-domain asymptotic properties of tapered maximum likelihood estimators

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Microarrays, empirical Bayes and the two-groups model

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Empirical Bayes Estimates for Large-Scale Prediction Problems

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Empirical Bayes on vector observations: An extension of Stein's method

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Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach

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High-dimensional classification using features annealed independence rules

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A stochastic process approach to false discovery control.

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Regularization through variable selection and conditional MLE with application to classification in high dimensions

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General maximum likelihood empirical Bayes estimation of normal means

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Multivariate analysis and Jacobi ensembles: largest eigenvalue, Tracy-Widom limits and rates of convergence

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Needles and straw in haystacks: Empirical Bayes estimates of possibly sparse sequences

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Estimating the proportion of false null hypotheses among a large number of independently tested hypotheses

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Parametric Empirical Bayes Inference: Theory and Applications

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Independent rule in classification of multivariate binary data

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Persistence of plug-in rule in classification of high dimensional multivariate binary data

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Flexible covariance estimation in graphical Gaussian models

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The Empirical Bayes Approach to Statistical Decision Problems

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Prediction and estimation for the compound Poisson distribution

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Some thoughts on empirical Bayes estimation

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Some results on false discovery rate in stepwise multiple testing procedures.

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An exploration of aspects of Bayesian multiple testing

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Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem

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An improved Bonferroni procedure for multiple tests of significance

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A Direct Approach to False Discovery Rates

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The positive false discovery rate: A Bayesian interpretation and the \(q\)-value

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Strong Control, Conservative Point Estimation and Simultaneous Conservative Consistency of False Discovery Rates: A Unified Approach

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Oracle and Adaptive Compound Decision Rules for False Discovery Rate Control

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Consistency of a recursive estimate of mixing distributions

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Variable Selection in High-Dimensional Multivariate Binary Data with Application to the Analysis of Microbial Community DNA Fingerprints

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Compound decision theory and empirical Bayes methods

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General empirical Bayes wavelet methods and exactly adaptive minimax estimation

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Estimation of sums of random variables: examples and information bounds

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Identifiers

zbMATH Open document ID

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10.1007/s13171-010-0017-2

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:2431011

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