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020 _a9783540485032
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024 7 _a10.1007/978-3-540-48503-2
_2doi
050 4 _aQA273.A1-274.9
050 4 _aQA274-274.9
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082 0 4 _a519.2
_223
100 1 _aMassart, Pascal.
_eauthor.
_4aut
_4http://id.loc.gov/vocabulary/relators/aut
245 1 0 _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.
300 _aXIV, 343 p.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
_2rda
490 1 _aÉcole d'Été de Probabilités de Saint-Flour,
_x0721-5363 ;
_v1896
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
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
_z9783540832379
776 0 8 _iPrinted edition:
_z9783540484974
830 0 _aÉcole d'Été de Probabilités de Saint-Flour,
_x0721-5363 ;
_v1896
856 4 0 _uhttps://doi.org/10.1007/978-3-540-48503-2
912 _aZDB-2-SMA
912 _aZDB-2-LNM
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