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Statistical learning theory and stochastic optimization : Ecole d'été de probabilités de Saint-Flour. 2001, 31

Author: Olivier Catoni; Jean Picard, mathématicien.
Publisher: Berlin [etc.] : Springer, cop. 2004.
Series: Lecture notes in mathematics, 1851
Edition/Format:   Book : English
Database:WorldCat
Summary:

e. over-simplified) model to predict, estimate or classify. This point of view takes its roots in three fields: information theory, statistical mechanics, and PAC-Bayesian theorems. Results on the  Read more...

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Document Type: Book
All Authors / Contributors: Olivier Catoni; Jean Picard, mathématicien.
ISBN: 3540225722 9783540225720
OCLC Number: 718687329
Description: VIII, 272 p. : ill. ; 24 cm.
Contents: Universal Lossless Data Compression.- Links Between Data Compression and Statistical Estimation.- Non Cumulated Mean Risk.- Gibbs Estimators.- Randomized Estimators and Empirical Complexity.- Deviation Inequalities.- Markov Chains with Exponential Transitions.- References.- Index.
Series Title: Lecture notes in mathematics, 1851
Responsibility: Olivier Catoni ; ed. J. Picard.
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From the reviews: "This book is based on a course of lectures given by the author on a circle of ideas lying at the interface of information theory, statistical learning theory and statistical Read more...

 
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