Nearly optimal sample size in hypothesis testing for high-dimensional regression.
Adel JavanmardAndrea MontanariPublished in: Allerton (2013)
Keyphrases
- sample size
- hypothesis testing
- statistical tests
- small sample size
- confidence intervals
- hypothesis tests
- model selection
- high dimensional
- small sample
- worst case
- likelihood ratio
- random sampling
- covariance matrix
- progressive sampling
- upper bound
- regression model
- hypothesis test
- high dimensional data
- pac learning
- optimal solution
- test statistic
- statistical power
- machine learning
- linear regression
- high dimensionality
- reinforcement learning
- decision trees
- random sample
- feature selection
- statistical hypothesis testing