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Big Data Analysis: High Dimensional Probability, Statistics, Optimization, and Inference - Couverture rigide

Lu, Junwei

 
9783032031600: Big Data Analysis: High Dimensional Probability, Statistics, Optimization, and Inference
Couverture rigide
ISBN 10 : 3032031605 ISBN 13 : 9783032031600
Editeur : Springer Nature Switzerland AG, 2025

Synopsis

This book covers the methods and theory of high dimensional probability, statistics, large-scale optimization, and inference. We aim to quickly bring readers to the frontier and interdisciplinary areas of statistics, optimization, probability, and machine learning. This book covers topics in:

High dimensional probability, Concentration inequality, Sub-Gaussian random variables, Chernoff bounds, Hoeffding's inequality, Maximal inequalities, High dimensional linear regression, Ordinary least square, Compressed sensing, Lasso, Variations of Lasso including group lasso, fused lasso, adaptive lasso, etc., General high dimensional M- estimators, Variable selection consistency, High dimensional Optimization, Convex geometry, Lagrange duality, Gradient descent, Proximal gradient descent, LARS, ADMM, Mirror descent, Stochastic optimization, Large-Scale Inference, Linear model hypothesis testing, high dimensional inference, Chi-square test, maximal test, and Higher criticism, False discovery rate control.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
Springer Nature Switzerland AG
Date d'édition
2025
Langue
anglais
ISBN 10 
3032031605
ISBN 13 
9783032031600
Reliure
Relié
Nombre de pages
183
Coordonnées du fabricant
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