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CORR
2008
Springer
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13 years 4 months ago
High-dimensional subset recovery in noise: Sparsified measurements without loss of statistical efficiency
We consider the problem of estimating the support of a vector Rp based on observations contaminated by noise. A significant body of work has studied behavior of 1-relaxations when...
Dapo Omidiran, Martin J. Wainwright
WSC
2000
13 years 6 months ago
Simulation output analysis via dynamic batch means
This paper is focused on estimating the quality of the sample mean from a steady-state simulation experiment with consideration of computational efficiency, memory requirement, an...
Yingchieh Yeh, Bruce W. Schmeiser