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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.

Source

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 )

Great blog post! Was only looking into progress bars a few days ago so this was really helpful, thanks 🙂

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This is a very thoroughly written article.

It has given me ideas and a …goal. I now WANT something like that. And that’s how articles should be written, informative, with one great idea and stimulate people to action.

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Thanks for liking my post

Do you have any favourite progress bars or any that you hate? I’d love to know.

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Interesting enlightening!

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At the National Arts Centre English Theatre, Canada is our stage.

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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. Laceup Jersey Mini Dress Black Alexander McQueen Discount For Sale 2018 Newest Cheap Price Good Selling 6T1iT
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), White tshirt with logo Diadora Collaboration Msgm Discount Extremely jyxr6Y
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). 77 Thus, the elderly population is especially at risk of magnesium deficiency due to low intake but also increased risk for chronic diseases that predispose to magnesium deficiency (ageing also reduces magnesium absorption from the diet, ie, achlorhydria). Table 1 covers themagnesium requirements from older balance studies.

View this table:
Table 1

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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. 81 The intravenous magnesium tolerance test has confirmed that children with type 1 diabetes have intracellular magnesium deficiency. Mens Herren Slip Doppelripp Doppelpack Slip Trigema Cheapest Price Cheap Price 2018 New Cheap Sale Wiki Sast rg1ee4bMBd
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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