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• W2989688315 abstract "In typical high dimensional statistical inference problems, confidence intervals and hypothesis tests are performed for a low dimensional subset of model parameters under the assumption that the parameters of interest are unconstrained. However, in many problems, there are natural constraints on model parameters and one is interested in whether the parameters are on the boundary of the constraint or not. e.g. non-negativity constraints for transmission rates in network diffusion. In this paper, we provide algorithms to solve this problem of hypothesis testing in high-dimensional statistical models under constrained parameter space. We show that following our testing procedure we are able to get asymptotic designed Type I error under the null. Numerical experiments demonstrate that our algorithm has greater power than the standard algorithms where the constraints are ignored. We demonstrate the effectiveness of our algorithms on two real datasets where we have {emph{intrinsic}} constraint on the parameters." @default.
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• W2989688315 date "2019-11-17" @default.
• W2989688315 modified "2023-10-14" @default.
• W2989688315 title "Constrained High Dimensional Statistical Inference" @default.
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