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.
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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.
Imprint | Springer-Verlag |
Country of origin | Germany |
Series | Ecole d'Ete de Probabilites de Saint-Flour, 1896 |
Release date | April 2007 |
Availability | Expected to ship within 10 - 15 working days |
First published | June 2007 |
Authors | Pascal Massart |
Editors | Jean Picard |
Dimensions | 235 x 155 x 20mm (L x W x T) |
Format | Paperback |
Pages | 343 |
Edition | 2007 ed. |
ISBN-13 | 978-3-540-48497-4 |
Barcode | 9783540484974 |
Categories | |
LSN | 3-540-48497-3 |