Title: Concentration Inequalities and Model Selection
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.
Subjects: Verdelingen (statistiek), Methodology, Inequalities (Mathematics), Combinatieleer, Mathematical models, Mathematical statistics, Concentration functions