Statistical Inference Via Convex Optimization
By: authored by Anatoli Juditsky, Arkadi Nemirovski
Edition: First edition
Series: Princeton series in applied mathematics
Publisher: Princeton University Press
Published: April 7, 2020
Place of publication: Princeton, New Jersey, USA
Language: eng
Format: Hardcover
Number of pages: 656
ISBN-13: 9780691197296
Copyright date: c2020
Description: Comprehensive and highly significant. In recent years, optimization and statistics have moved closer together, with top researchers becoming versatile in both. This monumental work proposes much deeper connections between the two fields, and its approach will be taught in PhD courses for years to come.
Notes: Includes bibliographical references and index.
Table of contents: title: On computational tractability; title: -- Sparse recovery via ℓ₁ minimization; title: -- Hypothesis testing; title: -- From hypothesis testing to estimating functionals; title: -- Signal recovery by linear estimation; title: -- Signal recovery beyond linear estimates; title: -- Solutions to selected exercises.