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Concentration Inequalities and Model Selection

Ecole d'Eté de Probabilités de Saint-Flour XXXIII - 2003

Paperback Engels 2007 2007e druk 9783540484974
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Samenvatting

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.

Specificaties

ISBN13:9783540484974
Taal:Engels
Bindwijze:Paperback
Aantal pagina's:343
Uitgever:Springer Berlin Heidelberg
Druk:2007

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          Concentration Inequalities and Model Selection