Concentration inequalities and model selection

著者

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

書誌事項

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

タイトル別名

Concentration inequalities and model selection, St. Flour 2003

注記

Includes bibliographical references (p. [319]-324) and index

http://dx.doi.org/10.1007/978-3-540-48503-2

内容説明・目次

内容説明

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.

目次

Exponential and Information Inequalities.- Gaussian Processes.- Gaussian Model Selection.- Concentration Inequalities.- Maximal Inequalities.- Density Estimation via Model Selection.- Statistical Learning.

「Nielsen BookData」 より

詳細情報

• NII書誌ID(NCID): BA81696142
• ISBN:
  • 9783540484974
• LCCN: 2007921691
• 出版国コード: gw
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Berlin
• ページ数/冊数: xiv, 337 p.
• 大きさ: 24 cm
• 分類:
  • SG : 510
• 親書誌ID:
  • BA00146586