Comment: Microarrays, Empirical Bayes and the Two-Group Model

Comment on ``Microarrays, Empirical Bayes and the Two-Group Model'' [arXiv:0808.0572]Comment: Published in at http://dx.doi.org/10.1214/07-STS236C the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org

Minimax and Adaptive Inference in Nonparametric Function Estimation

Since Stein's 1956 seminal paper, shrinkage has played a fundamental role in both parametric and nonparametric inference. This article discusses minimaxity and adaptive minimaxity in nonparametric function estimation. Three interrelated problems, function estimation under global integrated squared error, estimation under pointwise squared error, and nonparametric confidence intervals, are considered. Shrinkage is pivotal in the development of both the minimax theory and the adaptation theory. While the three problems are closely connected and the minimax theories bear some similarities, the adaptation theories are strikingly different. For example, in a sharp contrast to adaptive point estimation, in many common settings there do not exist nonparametric confidence intervals that adapt to the unknown smoothness of the underlying function. A concise account of these theories is given. The connections as well as differences among these problems are discussed and illustrated through examples.Comment: Published in at http://dx.doi.org/10.1214/11-STS355 the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org

Comment: Microarrays, Empirical Bayes and the Two-Groups Model

Comment on ``Microarrays, Empirical Bayes and the Two-Groups Model'' [arXiv:0808.0572]Comment: Published in at http://dx.doi.org/10.1214/07-STS236A the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org

Sharp RIP Bound for Sparse Signal and Low-Rank Matrix Recovery

This paper establishes a sharp condition on the restricted isometry property (RIP) for both the sparse signal recovery and low-rank matrix recovery. It is shown that if the measurement matrix $A$ satisfies the RIP condition $\delta_k^A<1/3$, then all $k$-sparse signals $\beta$ can be recovered exactly via the constrained $\ell_1$ minimization based on $y=A\beta$. Similarly, if the linear map $\cal M$ satisfies the RIP condition $\delta_r^{\cal M}<1/3$, then all matrices $X$ of rank at most $r$ can be recovered exactly via the constrained nuclear norm minimization based on $b={\cal M}(X)$. Furthermore, in both cases it is not possible to do so in general when the condition does not hold. In addition, noisy cases are considered and oracle inequalities are given under the sharp RIP condition.Comment: to appear in Applied and Computational Harmonic Analysis (2012