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Combinatorial Methods in Density Estimation

Name: Combinatorial Methods in Density Estimation
Brand: Springer-Verlag New York Inc.
SKU: 05248014
Price: 169.89 EUR
Availability: InStock
Author: Luc Devroye
ISBN: 9780387951171

Luc Devroye

Gabor Lugosi

Language

English

Book Hardback

Libristo code: 05248014

Publishers Springer-Verlag New York Inc., January 2001

Density estimation has evolved enormously since the days of bar plots and histograms, but researcher... Full description

Libristo code: 05248014

416 b

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Density estimation has evolved enormously since the days of bar plots and histograms, but researchers and users are still struggling with the problem of the selection of the bin widths. This text explores a new paradigm for the data-based or automatic selection of the free parameters of density estimates in general so that the expected error is within a given constant multiple of the best possible error. The paradigm can be used in nearly all density estimates and for most model selection problems, both parametric and nonparametric. It is the first book on this topic. The text is intended for first-year graduate students in statistics and learning theory, and offers a host of opportunities for further research and thesis topics. Each chapter corresponds roughly to one lecture, and is supplemented with many classroom exercises. A one year course in probability theory at the level of Feller's Volume 1 should be more than adequate preparation.