Concentration Inequalities and Model Selection

Concentration Inequalities and Model Selection
Author: Pascal Massart
Publisher: Springer
Total Pages: 346
Release: 2007-04-26
Genre: Mathematics
ISBN: 3540485031

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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.


Concentration Inequalities and Model Selection
Language: en
Pages: 346
Authors: Pascal Massart
Categories: Mathematics
Type: BOOK - Published: 2007-04-26 - Publisher: Springer

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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 tur
Concentration Inequalities and Model Selection
Language: en
Pages: 337
Authors: Pascal Massart
Categories: Combinatorial probabilities
Type: BOOK - Published: 2007 - Publisher: Springer

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Since the impressive works of Talagrand, concentration inequalities have been recognized as fundamental tools in several domains such as geometry of Banach spac
Concentration Inequalities
Language: en
Pages: 492
Authors: Stéphane Boucheron
Categories: Mathematics
Type: BOOK - Published: 2013-02-07 - Publisher: Oxford University Press

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Describes the interplay between the probabilistic structure (independence) and a variety of tools ranging from functional inequalities to transportation argumen
Stochastic Inequalities and Applications
Language: en
Pages: 362
Authors: Evariste Giné
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Birkhäuser

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Concentration inequalities, which express the fact that certain complicated random variables are almost constant, have proven of utmost importance in many areas
An Introduction to Matrix Concentration Inequalities
Language: en
Pages: 256
Authors: Joel Tropp
Categories: Computers
Type: BOOK - Published: 2015-05-27 - Publisher:

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Random matrices now play a role in many areas of theoretical, applied, and computational mathematics. It is therefore desirable to have tools for studying rando