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We attempt to recover an -dimensional vector observed in white noise, where is large and the vector is known to be sparse, but the degree of sparsity is unknown. We consider three different ways of defining sparsity of a vector: using the fraction of nonzero terms; imposing power-law decay bounds on the ordered entries; and controlling the norm for small. We obtain a procedure which is asymptotically minimax for loss, simultaneously throughout a range of such sparsity classes.

The optimal procedure is a data-adaptive thresholding scheme, driven by control of the (FDR). FDR control is a relatively recent innovation in simultaneous testing, ensuring that at most a certain expected fraction of the rejected null hypotheses will correspond to false rejections.

In our treatment, the FDR control parameter also plays a determining role in asymptotic minimaxity. If =lim ∈[0,1/2] and also >/log(), we get sharp asymptotic minimaxity, simultaneously, over a wide range of sparse parameter spaces and loss functions. On the other hand, =lim ∈(1/2,1] forces the risk to exceed the minimax risk by a factor growing with .

To our knowledge, this relation between ideas in simultaneous inference and asymptotic decision theory is new.

Our work provides a new perspective on a class of model selection rules which has been introduced recently by several authors. These new rules impose complexity penalization of the form 2⋅log(potential model size/actual model sizes). We exhibit a close connection with FDR-controlling procedures under stringent control of the false discovery rate.

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, Volume 34, Number 2 (2006), 584-653.


Dates First available in Project Euclid: 27 June 2006

Permanent link to this document https://projecteuclid.org/euclid.aos/1151418235

Permanent link to this document

Digital Object Identifier doi:10.1214/009053606000000074

Digital Object Identifier


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Comments ( 10 )

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One of the most comprehensive reviews in the literature on this subject suggests that in healthy adults only around 180 mg of magnesium per day is required to maintain balance in healthy individuals (even when taking into account magnesium sweat losses). This analysis pooled magnesium data from 27 different tightly controlled balance studies (lasting more than 27 days) conducted in the USA. Cheap Price For Sale Fast Delivery skinny jeans White Fashion Clinic Timeless With Credit Card For Sale 3cide0
However, it must be noted that this analysis does not take into account the numerous disease states, medications, stress and dietary factors that increase magnesium requirements.

Based on theNational Health and Nutrition Examination Survey (NHANES) data, 64% of women aged 51–70 years old do not achieve the EAR for this age group (265 mg/day), Womens Strass Socks Opaque Esprit Cheap Cheap Online O9Lh8UAEE
with an estimated average magnesium intake of just 246 mg/day (NHANES 2001–2002) and only 238 mg/day (NHANES 1999–2000). Magnesium intake for Mexican and African–American women of the same age group is even lower (185 mg/day and 169 mg/day, respectively, and 176 mg/day and 150 mg/day in those reporting no dietary supplement use). Cropped jeans Monse Great Deals Buy Cheap Ebay Top Quality Sale Explore Authentic For Sale QON39yr3h
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covers themagnesium requirements from older balance studies.

View this table:
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; thus, patients with intestinal or colon damage such as Crohn’s disease, irritable bowel syndrome, coeliac disease, gastroenteritis, idiopathic steatorrhoea, ulcerative colitis, resection of the small intestine, ileostomy patients or patients with ulcerative colitis may have magnesium deficiency). Renal tubular acidosis, diabetic acidosis, prolonged diuresis, acute pancreatitis, hyperparathyroidism and primary aldosteronism can also lead to magnesium deficiency. 80 A meta-analysis of 13 studies in almost 5500 patients found that magnesium levels were significantly lower in patients with metabolic syndrome versus controls. Cheap Official Site Good Selling Cheap Price Bailey 44 Woman Wrapeffect Ribbedknit Top Ivory Size M Bailey 44 New Arrival Sale Online Sale Low Shipping Fee QeLqnq
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This is likely due to osmotic diuresis and increased magnesuria caused by high glucose levels and damage to the renal tubules. Patients with type 2 diabetes have been found with lower magnesium levels compared with healthy controls (0.79 mmol/L vs 0.88 mmol/L). 83

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