Concentration Inequalities and Model Selection

Concentration Inequalities and Model Selection
Author :
Publisher : Springer
Total Pages : 346
Release :
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.


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