Concentration Inequalities and Model Selection

Released on by Pascal Massart
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  • Concentration Inequalities and Model Selection Book Detail

  • Author : Pascal Massart
  • Release Date : 2007-04-26
  • Publisher : Springer
  • Genre : Mathematics
  • Pages : 346
  • ISBN 13 : 3540485031
  • File Size : 59,59 MB
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Concentration Inequalities and Model Selection by Pascal Massart PDF Summary

Book 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.

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Concentration inequalities, which express the fact that certain complicated random variables are almost constant, have proven of utmost importance in many areas