Concentration inequalities and model selection
Author(s)
Bibliographic Information
Concentration inequalities and model selection
(Lecture notes in mathematics, 1896 . École d'été de probabilités de Saint-Flour / editor,
Springer, c2007
- Other Title
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Concentration inequalities and model selection, St. Flour 2003
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Note
Includes bibliographical references (p. [319]-324) and index
http://dx.doi.org/10.1007/978-3-540-48503-2
Description and Table of Contents
Description
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.
Table of Contents
Exponential and Information Inequalities.- Gaussian Processes.- Gaussian Model Selection.- Concentration Inequalities.- Maximal Inequalities.- Density Estimation via Model Selection.- Statistical Learning.
by "Nielsen BookData"