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math.ST2012★ 1 cited
Sharp adaptive nonparametric testing for Sobolev ellipsoids
Pengsheng Ji, Michael Nussbaum
We consider testing for presence of a signal in Gaussian white noise with intensity 1/sqrt(n), when the alternatives are given by smoothness ellipsoids with an L2-ball of (squared)…
math.ST2010★ 47 cited
UPS delivers optimal phase diagram in high-dimensional variable selection
Pengsheng Ji, Jiashun Jin
Consider a linear model , . Here, , where both and are large, but . We model the rows of as i.i.d. samples from $N(0,\frac{1}{n}…