3 papers
math.ST2025
Sparsity meets correlation in Gaussian sequence model
Subhodh Kotekal, Chao Gao
We study estimation of an -sparse signal in the -dimensional Gaussian sequence model with equicorrelated observations and derive the minimax rate. A new phenomenon emerges fr…
math.ST2025
Optimal estimation of the null distribution in large-scale inference
Subhodh Kotekal, Chao Gao
The advent of large-scale inference has spurred reexamination of conventional statistical thinking. In a Gaussian model for many -scores with at most nonnu…
math.ST2024
Minimax Signal Detection in Sparse Additive Models
Subhodh Kotekal, Chao Gao
Sparse additive models are an attractive choice in circumstances calling for modelling flexibility in the face of high dimensionality. We study the signal detection problem and est…