Concentration Inequalities and Model Selection

Pascal Massart

ISBN 10: 3540484973 / ISBN 13: 9783540484974

Editore: Springer Berlin Heidelberg, Springer Berlin Heidelberg Apr 2007, 2007

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Neuware -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.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 360 pp. Englisch.

Codice articolo 9783540484974

Dati bibliografici

• Titolo: Concentration Inequalities and Model Selection
• Editore: Springer Berlin Heidelberg, Springer Berlin Heidelberg Apr 2007
• Data di pubblicazione: 2007
• Lingua: Inglese
• ISBN 10: 3540484973
• ISBN 13: 9783540484974
• Rilegatura: Taschenbuch
• Condizione: Neu

Descrizione articolo

Riassunto

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.

Informazioni sull?autore

Prof. Massart has received the bronze medal of the CNRS (in mathematics and theoretical physics) in 1988 and the COPPS Presidents’ award in 1998.