1.

Record Nr.

UNINA9910484843703321

Autore

Massart Pascal

Titolo

Concentration Inequalities and Model Selection : Ecole d'Eté de Probabilités de Saint-Flour XXXIII - 2003 / / by Pascal Massart ; edited by Jean Picard

Pubbl/distr/stampa

Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2007

ISBN

9786610853335

9781280853333

1280853336

9783540485032

3540485031

Edizione

[1st ed. 2007.]

Descrizione fisica

1 online resource (345 p.)

Collana

École d'Été de Probabilités de Saint-Flour ; ; 1896

Classificazione

31.70

Disciplina

511/.8

Soggetti

Probabilities

Statistics

Computer science - Mathematics

Probability Theory

Statistical Theory and Methods

Mathematical Applications in Computer Science

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Description based upon print version of record.

Nota di bibliografia

Includes bibliographical references (p. [319]-324) and index.

Nota di contenuto

Exponential and Information Inequalities -- Gaussian Processes -- Gaussian Model Selection -- Concentration Inequalities -- Maximal Inequalities -- Density Estimation via Model Selection -- Statistical Learning.

Sommario/riassunto

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.