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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}…
math.ST2010★ 44 cited
Optimal rates of convergence for estimating the null density and proportion of nonnull effects in large-scale multiple testing
T. Tony Cai, Jiashun Jin
An important estimation problem that is closely related to large-scale multiple testing is that of estimating the null density and the proportion of nonnull effects. A few estimato…