Concentration Inequalities and Model Selection: Ecole d’Eté de Probabilités de Saint-Flour XXXIII – 2003 (Lecture Notes in Mathematics, 1896) 2007th Edition by Pascal Massart (PDF)

Description

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.

User’s Reviews

Editorial Reviews: From the Back Cover Since the impressive works of Talagrand, concentration inequalities have been recognized as fundamental tools in several domains such as geometry of Banach spaces or random combinatorics. They also turn out to be essential tools to develop a non-asymptotic theory in statistics, exactly as the central limit theorem and large deviations are known to play a central part in the asymptotic theory. 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 accessible to graduate students. About the Author Prof. Massart has received the bronze medal of the CNRS (in mathematics and theoretical physics) in 1988 and the COPPS Presidents’ award in 1998.

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Free Download Concentration Inequalities and Model Selection: Ecole d’Eté de Probabilités de Saint-Flour XXXIII – 2003 (Lecture Notes in Mathematics, 1896) 2007th Edition in PDF format
Concentration Inequalities and Model Selection: Ecole d’Eté de Probabilités de Saint-Flour XXXIII – 2003 (Lecture Notes in Mathematics, 1896) 2007th Edition PDF Free Download
Download Concentration Inequalities and Model Selection: Ecole d’Eté de Probabilités de Saint-Flour XXXIII – 2003 (Lecture Notes in Mathematics, 1896) 2007th Edition 2007 PDF Free
Concentration Inequalities and Model Selection: Ecole d’Eté de Probabilités de Saint-Flour XXXIII – 2003 (Lecture Notes in Mathematics, 1896) 2007th Edition 2007 PDF Free Download
Download Concentration Inequalities and Model Selection: Ecole d’Eté de Probabilités de Saint-Flour XXXIII – 2003 (Lecture Notes in Mathematics, 1896) 2007th Edition PDF
Free Download Ebook Concentration Inequalities and Model Selection: Ecole d’Eté de Probabilités de Saint-Flour XXXIII – 2003 (Lecture Notes in Mathematics, 1896) 2007th Edition