03646nam 22007935 450 991048484370332120250609111806.09786610853335978128085333312808533369783540485032354048503110.1007/978-3-540-48503-2(CKB)1000000000282753(EBL)3036603(SSID)ssj0000128136(PQKBManifestationID)11936944(PQKBTitleCode)TC0000128136(PQKBWorkID)10062938(PQKB)10234987(DE-He213)978-3-540-48503-2(MiAaPQ)EBC3036603(MiAaPQ)EBC6690282(Au-PeEL)EBL6690282(PPN)123726336(MiAaPQ)EBC302128(EXLCZ)99100000000028275320100301d2007 u| 0engur|n|---|||||txtccrConcentration Inequalities and Model Selection Ecole d'Eté de Probabilités de Saint-Flour XXXIII - 2003 /by Pascal Massart ; edited by Jean Picard1st ed. 2007.Berlin, Heidelberg :Springer Berlin Heidelberg :Imprint: Springer,2007.1 online resource (345 p.)École d'Été de Probabilités de Saint-Flour ;1896Description based upon print version of record.9783540484974 3540484973 Includes bibliographical references (p. [319]-324) and index.Exponential and Information Inequalities -- Gaussian Processes -- Gaussian Model Selection -- Concentration Inequalities -- Maximal Inequalities -- Density Estimation via Model Selection -- Statistical Learning.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.École d'Été de Probabilités de Saint-Flour ;1896ProbabilitiesStatisticsComputer scienceMathematicsProbability TheoryStatistical Theory and MethodsMathematical Applications in Computer ScienceProbabilities.Statistics.Computer scienceMathematics.Probability Theory.Statistical Theory and Methods.Mathematical Applications in Computer Science.511/.831.70bclMassart Pascalauthttp://id.loc.gov/vocabulary/relators/aut472501Picard Jeanedthttp://id.loc.gov/vocabulary/relators/edtÉcole d'été de probabilités de Saint-Flour(33th :2003 :Saint-Flour, France)MiAaPQMiAaPQMiAaPQBOOK9910484843703321Concentration inequalities and model selection230562UNINA