03827nam 22007455 450 99646660700331620230922181201.01-280-85333-697866108533353-540-48503-110.1007/978-3-540-48503-2(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(EXLCZ)99100000000028275320100301d2007 u| 0engur|n|---|||||txtccrConcentration Inequalities and Model Selection[electronic resource] 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,0721-5363 ;1896Description based upon print version of record.3-540-48497-3 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,0721-5363 ;1896ProbabilitiesStatistics Information theoryProbability Theory and Stochastic Processeshttps://scigraph.springernature.com/ontologies/product-market-codes/M27004Statistical Theory and Methodshttps://scigraph.springernature.com/ontologies/product-market-codes/S11001Information and Communication, Circuitshttps://scigraph.springernature.com/ontologies/product-market-codes/M13038Probabilities.Statistics .Information theory.Probability Theory and Stochastic Processes.Statistical Theory and Methods.Information and Communication, Circuits.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)MiAaPQMiAaPQMiAaPQBOOK996466607003316Concentration inequalities and model selection230562UNISA