Titre: Concentration Inequalities and Model Selection: Ecole d'Et� de Probabilit�s de Saint-Flour XXXIII - 2003 (Lecture Notes in Mathematics, 1896)
�diteur: Springer
Date de parution: 2007
Langue: anglais
ISBN � 10 chiffres: 3540484973
ISBN � 13 chiffres: 9783540484974
Reliure: Couverture souple
�tat de l'article: New

A propos de ce titre

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.

� 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.

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