High-Dimensional Probability: An Introduction with Applications in Data Science - Couverture rigide

Livre 46 sur 46: Cambridge Series in Statistical and Probabilistic Mathematics

Vershynin, Roman

 
9781009490641: High-Dimensional Probability: An Introduction with Applications in Data Science
Couverture rigide
ISBN 10 : 1009490648 ISBN 13 : 9781009490641
Editeur : Cambridge University Press, 2026

Synopsis

'High-Dimensional Probability,' winner of the 2019 PROSE Award in Mathematics, offers an accessible and friendly introduction to key probabilistic methods for mathematical data scientists. Streamlined and updated, this second edition integrates theory, core tools, and modern applications. Concentration inequalities are central, including classical results like Hoeffding's and Chernoff's inequalities, and modern ones like the matrix Bernstein inequality. The book also develops methods based on stochastic processes – Slepian's, Sudakov's, and Dudley's inequalities, generic chaining, and VC-based bounds. Applications include covariance estimation, clustering, networks, semidefinite programming, coding, dimension reduction, matrix completion, and machine learning. New to this edition are 200 additional exercises, alongside extra hints to assist with self-study. Material on analysis, probability, and linear algebra has been reworked and expanded to help bridge the gap from a typical undergraduate background to a second course in probability.

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À propos de l'auteur

Roman Vershynin is Professor of Mathematics at the University of California, Irvine. He is an expert on randomness in mathematics and data science, especially in high-dimensional probability, statistics, and machine learning. His influential work has earned numerous honors including an invited ICM lecture, the Bessel Research Award, the IMS Medallion Award, and the 2019 PROSE Award for the first edition of this book.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Cambridge University Press
Date d'édition
2026
Langue
anglais
ISBN 10 
1009490648
ISBN 13 
9781009490641
Reliure
Relié
Numéro d'édition
2
Nombre de pages
346
Coordonnées du fabricant
Cambridge University Press
https://www.cambridge.org/

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