Concentration Inequalities and Model Selection: Ecole D'Ete de Probabilites de Saint-Flour XXXIII - 2003. Lecture Notes in Mathematics. (Lecture Notes in Mathematics, #1896) (Ecole d'Ete de Probabilites de Saint-Flour, #1896)

by Pascal Massart

Jean Picard (Editor)

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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.

  • ISBN10 6610853339
  • ISBN13 9786610853335
  • Publish Date 1 January 2007
  • Publish Status Active
  • Out of Print 9 February 2012
  • Publish Country US
  • Imprint Springer
  • Format eBook
  • Pages 346
  • Language English