Concentration Inequalities and Model Selection : Ecole d'Eté de Probabilités de Saint-Flour XXXIII - 2003

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 centra...

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Gorde:
Xehetasun bibliografikoak
Egile nagusia: Massart, Pascal, 1958-
Erakunde egilea: Ecole d'été de probabilités de Saint-Flour (Egilea)
Beste egile batzuk: Picard, Jean (Argitaratzailea), Picard, Jean, 1959-...., mathématicien (Argitaratzailea)
Formatua: Livre numérique
Hizkuntza:Anglais
Argitaratua: Berlin, Heidelberg : Springer Berlin Heidelberg [20..].
Cham : Springer Nature
Edizioa:1st ed. 2007.
Saila:Ecole d'Eté de Probabilités de Saint-Flour 33
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Sarrera elektronikoa:Accès sur la plateforme de l'éditeur
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Oharra: L'impression du document génère 355 p.
Archives Springer e-books (Licence nationale)
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Edition sous un autre format:• Concentration inequalities and model selection, Ecole d'été de probabilités de Saint-Flour XXXIII, 2003, [course presented by] Pascal Massart, Berlin, Springer, 2007, 1 vol. (XIV-337 p.), Lecture notes in mathematics, 978-3-540-48497-4
• Concentration Inequalities and Model Selection, Texte imprimé, 9783540832379
• Concentration inequalities and model selection, Ecole d'été de probabilités de Saint-Flour XXXIII, 2003, [course presented by] Pascal Massart, Berlin, Springer, 2007, 1 vol. (XIV-337 p.), Lecture notes in mathematics, 978-3-540-48497-4
Deskribapena
Gaia: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
Alearen deskribapena:L'impression du document génère 355 p.
Archives Springer e-books (Licence nationale)
Archives Springer e-books (Licence nationale)
ISBN:9783540485032
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