Concentration Inequalities and Model Selection
| Author | : Pascal Massart |
| Publisher | : Springer |
| Total Pages | : 346 |
| Release | : 2007-04-26 |
| ISBN-10 | : 9783540485032 |
| ISBN-13 | : 3540485031 |
| Rating | : 4/5 (031 Downloads) |
Book Synopsis Concentration Inequalities and Model Selection by : Pascal Massart
Download or read book Concentration Inequalities and Model Selection written by Pascal Massart and published by Springer. This book was released on 2007-04-26 with total page 346 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
