Concentration Inequalities and Model Selection: Ecole d'Età de Probabilitàs de Saint-Flour XXXIII - 2003 (Lecture Notes in Mathematics, 1896)

Massart, Pascal

ISBN 10: 3540484973 / ISBN 13: 9783540484974

Edité par Springer, 2007

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Détails bibliographiques

• Titre: Concentration Inequalities and Model Selection: Ecole d'Età de Probabilità s de Saint-Flour XXXIII - 2003 (Lecture Notes in Mathematics, 1896)
• Éditeur: Springer
• Date de parution: 2007
• Langue: anglais
• ISBN à 10 chiffres: 3540484973
• ISBN à 13 chiffres: 9783540484974
• Reliure: Paperback
• État de l'article: Good

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Synopsis

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.

À propos de l?auteur

Prof. Massart has received the bronze medal of the CNRS (in mathematics and theoretical physics) in 1988 and the COPPS Presidents' award in 1998.