Lectures on Gaussian Processes
Gaussian processes can be viewed as a far-reaching infinite-dimensional extension of classical normal random variables. Their theory presents a powerful range of tools for probabilistic modelling in various academic and technical domains such as Statistics, Forecasting, Finance, Information Transmi...
में बचाया:
| मुख्य लेखक: | |
|---|---|
| स्वरूप: | Livre numérique |
| भाषा: | Anglais |
| प्रकाशित: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| संस्करण: | 2012. |
| श्रृंखला: | SpringerBriefs in Mathematics
|
| ऑनलाइन पहुंच: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| टिप्पणी: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Lectures on Gaussian Processes, Texte imprimé, 9783642249402 • Lectures on Gaussian Processes, Mikhail Lifshits, Heidelberg, Springer, 2012, 1 vol. (X-121 p.), SpringerBriefs in Mathematics, 978-3-642-24938-9 |
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| 100 | 1 | |a Lifchits, Mikhail Antol½evitch, |d 1956-...., |c mathématicien. | |
| 245 | 1 | 0 | |a Lectures on Gaussian Processes |c by Mikhail Lifshits. |
| 250 | |a 2012. | ||
| 260 | |a Berlin, Heidelberg : |b Springer Berlin Heidelberg. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 490 | 0 | |a SpringerBriefs in Mathematics |x 2191-8201 | |
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 505 | 1 | |a Preface 1.Gaussian Vectors and Distributions 2.Examples of Gaussian Vectors, Processes and Distributions 3.Gaussian White Noise and Integral Representations 4.Measurable Functionals and the Kernel 5.Cameron-Martin Theorem 6.Isoperimetric Inequality 7.Measure Concavity and Other Inequalities 8.Large Deviation Principle 9.Functional Law of the Iterated Logarithm 10.Metric Entropy and Sample Path Properties 11.Small Deviations 12.Expansions of Gaussian Vectors 13.Quantization of Gaussian Vectors 14.Invitation to Further Reading References | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a Gaussian processes can be viewed as a far-reaching infinite-dimensional extension of classical normal random variables. Their theory presents a powerful range of tools for probabilistic modelling in various academic and technical domains such as Statistics, Forecasting, Finance, Information Transmission, Machine Learning - to mention just a few. The objective of these Briefs is to present a quick and condensed treatment of the core theory that a reader must understand in order to make his own independent contributions. The primary intended readership are PhD/Masters students and researchers working in pure or applied mathematics. The first chapters introduce essentials of the classical theory of Gaussian processes and measures with the core notions of reproducing kernel, integral representation, isoperimetric property, large deviation principle. The brevity being a priority for teaching and learning purposes, certain technical details and proofs are omitted. The later chapters touch important recent issues not sufficiently reflected in the literature, such as small deviations, expansions, and quantization of processes. In university teaching, one can build a one-semester advanced course upon these Briefs | ||
| 776 | 0 | |t Lectures on Gaussian Processes |b Texte imprimé |z 9783642249402 | |
| 776 | 0 | |0 159831792 |t Lectures on Gaussian Processes |f Mikhail Lifshits |c Heidelberg |n Springer |d 2012 |p 1 vol. (X-121 p.) |s SpringerBriefs in Mathematics |z 978-3-642-24938-9 | |
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