Sparse confidence sets for normal mean models
Work
Year: 2023
Type: article
Abstract: In this paper, we propose a new framework to construct confidence sets for a $d$-dimensional unknown sparse parameter ${\boldsymbol \theta }$ under the normal mean model ${\boldsymbol X}\sim N({\bold... more
Authors Yang Ning, Guang Cheng
Institutions Cornell University, University of California, Los Angeles
Cites: 40
Cited by:
Related to: 10
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Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
Funders National Science Foundation, National Science Foundation, National Science Foundation, National Science Foundation, Office of Naval Research
Grant IDS DMS-1821183, DMS-1811812, DMS-1941945, DMS-1854637, N00014-22-1-2680