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Concentration Inequalities and Model Selection: Ecole d'Eté de Probabilités de Saint-Flour XXXIII - 2003
Paperback
General MathematicsProbability & Statistics
ISBN13: 9783540484974
Publisher: Springer
Published: Apr 18 2007
Pages: 343
Weight: 1.19
Height: 0.80 Width: 6.10 Depth: 9.20
Language: English
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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