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Concentration inequalities and model selection : Ecole d'Eté de Probabilités de Saint-Flour XXXIII - 2003

Author: Pascal Massart
Publisher: Berlin ; New York : Springer-Verlag, ©2007.
Series: Lecture notes in mathematics (Springer-Verlag), 1896.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Database:WorldCat
Summary:
"An overview of a non-asymptotic theory for model selection is given here and some selected applications to variable selection, change points detection and statistical learning are discussed. This volume reflects the content of the course given by P. Massart in St. Flour in 2003. It is mostly self contained and accessive to graduate students."--Jacket.
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Massart, Pascal.
Concentration inequalities and model selection.
Berlin ; New York : Springer, c2007
(DLC) 2007921691
(OCoLC)128291269
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Pascal Massart
ISBN: 9783540485032 3540485031 3540484973 9783540484974
OCLC Number: 191467253
Description: 1 online resource (xiv, 337 p.)
Contents: Exponential and Information Inequalities.- Gaussian Processes.- Gaussian Model Selection.- Concentration Inequalities.- Maximal Inequalities.- Density Estimation via Model Selection.- Statistical Learning.
Series Title: Lecture notes in mathematics (Springer-Verlag), 1896.
Responsibility: Pascal Massart.
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Abstract:

Since the works of Talagrand, concentration inequalities have been recognized as fundamental tools in domains such as geometry of Banach spaces or random combinatorics. This work focuses on  Read more...

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