Nearly Optimal Sample Size in Hypothesis Testing for High-Dimensional Regression.
Adel JavanmardAndrea MontanariPublished in: CoRR (2013)
Keyphrases
- sample size
- hypothesis testing
- statistical tests
- small sample size
- confidence intervals
- model selection
- hypothesis tests
- high dimensional
- worst case
- small sample
- likelihood ratio
- random sampling
- covariance matrix
- upper bound
- regression model
- statistical hypothesis testing
- progressive sampling
- hypothesis test
- pac learning
- statistical power
- generalization error
- optimal solution
- feature selection
- statistical significance
- vc dimension
- dimensionality reduction
- high dimensionality
- monte carlo
- low dimensional
- random sample
- test statistic
- active learning
- feature space