Concentration Inequalities and Model Selection: Ecole D'Eté de Probabilités de Saint-Flour XXXIII - 2003 (Lecture Notes in Mathematics / École d'Été ... de Saint-Flour XXXIII - 2003: 1896 - Tapa blanda

Massart, Pascal

 
9783540484974: Concentration Inequalities and Model Selection: Ecole D'Eté de Probabilités de Saint-Flour XXXIII - 2003 (Lecture Notes in Mathematics / École d'Été ... de Saint-Flour XXXIII - 2003: 1896

Sinopsis

Concentration inequalities have been recognized as fundamental tools in several domains such as geometry of Banach spaces or random combinatorics. They also turn to be essential tools to develop a non asymptotic theory in statistics. This volume provides an overview of a non asymptotic theory for model selection. It also discusses some selected applications to variable selection, change points detection and statistical learning.

"Sinopsis" puede pertenecer a otra edición de este libro.

Acerca del autor

Prof. Massart has received the bronze medal of the CNRS (in mathematics and theoretical physics) in 1988 and the COPPS Presidents’ award in 1998.

De la contraportada

Since the impressive works of Talagrand, concentration inequalities have been recognized as fundamental tools in several domains such as geometry of Banach spaces or random combinatorics. They also turn out to be essential tools to develop a non-asymptotic theory in statistics, exactly as the central limit theorem and large deviations are known to play a central part in the asymptotic theory. An overview of a non-asymptotic theory for model selection is given here and some selected applications to variable selection, change points detection and statistical learning are discussed. This volume reflects the content of the course given by P. Massart in St. Flour in 2003. It is mostly self-contained and accessible to graduate students.

"Sobre este título" puede pertenecer a otra edición de este libro.

Otras ediciones populares con el mismo título

9783540832379: Concentration Inequalities and Model Selection

Edición Destacada

ISBN 10:  3540832378 ISBN 13:  9783540832379
Tapa blanda