| 书目名称 | Concentration Inequalities and Model Selection |
| 副标题 | Ecole d‘Eté de Proba |
| 编辑 | Pascal Massart,Jean Picard |
| 视频video | |
| 概述 | Includes supplementary material: |
| 丛书名称 | Lecture Notes in Mathematics |
| 图书封面 |  |
| 描述 | .Since the impressive works of Talagrand, concentration inequalities have been recognized as fundamental tools in several domains such as geometry of Banach spaces or random combinatorics. They also turn out to be essential tools to develop a non-asymptotic theory in statistics, exactly as the central limit theorem and large deviations are known to play a central part in the asymptotic theory. An overview of a non-asymptotic theory for model selection is given here and some selected applications to variable selection, change points detection and statistical learning are discussed. This volume reflects the content of the course given by P. Massart in St. Flour in 2003. It is mostly self-contained and accessible to graduate students.. |
| 出版日期 | Book 2007 |
| 关键词 | 62J0; Information; Maxima; adaptive estimation; concentration inequalities; empirical processes; model sel |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-540-48503-2 |
| isbn_softcover | 978-3-540-48497-4 |
| isbn_ebook | 978-3-540-48503-2Series ISSN 0075-8434 Series E-ISSN 1617-9692 |
| issn_series | 0075-8434 |
| copyright | Springer-Verlag Berlin Heidelberg 2007 |
发表于 2025-3-21 19:59:35
