Concentration Inequalities And Model Selection
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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.
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