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Concentration Inequalities and Model Selection|Pascal Massart

Concentration Inequalities and Model Selection : Ecole d'Eté de Probabilités de Saint-Flour XXXIII - 2003

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Overview

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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Details

  • ISBN-13: 9783540484974
  • ISBN-10: 3540484973
  • Publisher: Springer
  • Publish Date: April 2007
  • Dimensions: 9.2 x 6.1 x 0.8 inches
  • Shipping Weight: 1.19 pounds
  • Page Count: 343

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