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Concentration Inequalities and Model Selection

Name: Concentration Inequalities and Model Selection
Brand: Springer, Berlin
SKU: 05274062
Price: 75.19 EUR
Availability: InStock
Author: Pascal Massart
ISBN: 9783540484974

Ecole d'Eté de Probabilités de Saint-Flour XXXIII - 2003

Pascal Massart

Language

English

Book Paperback

Libristo code: 05274062

Publishers Springer, Berlin, February 2011

Concentration inequalities have been recognized as fundamental tools in several domains such as geom... Full description

Libristo code: 05274062

184 b

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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.