Concentration Inequalities and Model Selection
Subtitle: Ecole d'Eté de Probabilités de Saint-Flour XXXIII - 2003 (Lecture Notes in Mathematics / Ecole d'Eté Probabilit.Saint-Flour)
Contributors: Jean Picard (Editor)
Edition: 1 edition
Publisher: Springer
Published: June 11, 2007
Language: eng
Format: Paperback
Number of pages: 342
ISBN-13: 9783540484974
Subjects: Probability & statistics; Mathematics; Science/Mathematics; Applied; 60C05; 60E15; 60F10; 62B10; 62E17; 62G05; 62G07; 62G08; 62J02; 94A17; Mathematics / Statistics; adaptive estimation; concentration inequalities; empirical processes; model selection; statistical learning; Probability & Statistics - General
Description: "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 accessive to graduate students."--Jacket.