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_a10.1007/978-3-540-48503-2 _2doi |
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_aMassart, Pascal. _eauthor. _4aut _4http://id.loc.gov/vocabulary/relators/aut |
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_aConcentration Inequalities and Model Selection _h[electronic resource] : _bEcole d'Eté de Probabilités de Saint-Flour XXXIII - 2003 / _cby Pascal Massart ; edited by Jean Picard. |
264 | 1 |
_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg, _c2007. |
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300 |
_aXIV, 343 p. _bonline resource. |
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_atext _btxt _2rdacontent |
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_aÉcole d'Été de Probabilités de Saint-Flour, _x0721-5363 ; _v1896 |
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505 | 0 | _aExponential and Information Inequalities -- Gaussian Processes -- Gaussian Model Selection -- Concentration Inequalities -- Maximal Inequalities -- Density Estimation via Model Selection -- Statistical Learning. | |
520 | _aSince 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. | ||
650 | 0 | _aDistribution (Probability theory. | |
650 | 0 | _aMathematical statistics. | |
650 | 0 | _aMathematics. | |
650 | 1 | 4 |
_aProbability Theory and Stochastic Processes. _0http://scigraph.springernature.com/things/product-market-codes/M27004 |
650 | 2 | 4 |
_aStatistical Theory and Methods. _0http://scigraph.springernature.com/things/product-market-codes/S11001 |
650 | 2 | 4 |
_aInformation and Communication, Circuits. _0http://scigraph.springernature.com/things/product-market-codes/M13038 |
700 | 1 |
_aPicard, Jean. _eeditor. _4edt _4http://id.loc.gov/vocabulary/relators/edt |
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710 | 2 | _aSpringerLink (Online service) | |
773 | 0 | _tSpringer eBooks | |
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_iPrinted edition: _z9783540832379 |
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_iPrinted edition: _z9783540484974 |
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_aÉcole d'Été de Probabilités de Saint-Flour, _x0721-5363 ; _v1896 |
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