Concentration inequalities and model selection: ecole d'ete de probabilites de saint-flour xxxiii - 2003
Auteur :
Massart, Pascal
Éditeur :
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN :
9783540484974
Date de publication :
1 déc. 2006
Dimensions :
23,5 x 15,5 x 2,0 cm
Poids :
540 g
Langue :
Anglais
Pays d'origine :
Allemagne
Since the works of Talagrand, concentration inequalities have been recognized as fundamental tools in domains such as geometry of Banach spaces or random combinatorics. This work focuses on non-asymptotic theory for model selection and discusses selected applications to variable selection, change points detection and statistical learning.