Concentration inequalities and model selection

Author(s)

• Massart, Pascal
• Picard, Jean
• École d'été de probabilités de Saint-Flour

Bibliographic Information

Concentration inequalities and model selection

Pascal Massart

（Lecture notes in mathematics, 1896 . École d'été de probabilités de Saint-Flour / editor, Jean Picard ; 33-2003）

Springer, c2007

Other Title

Concentration inequalities and model selection, St. Flour 2003

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"

Details

• NCID: BA81696142
• ISBN:
  • 9783540484974
• LCCN: 2007921691
• Country Code: gw
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Berlin
• Pages/Volumes: xiv, 337 p.
• Size: 24 cm
• Classification:
  • SG : 510
• Parent Bibliography ID:
  • BA00146586