Concentration inequalities and model selection

＜図書＞
Concentration inequalities and model selection

責任表示	Pascal Massart
シリーズ	Lecture notes in mathematics ; 1896 . École d'été de probabilités de Saint-Flour / editor, Jean Picard ; 33-2003
データ種別	図書
出版情報	Berlin : Springer , c2007
本文言語	英語
大きさ	xiv, 337 p. ; 24 cm
概要	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 t...rn 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. 続きを見る
電子版へのリンク	https://hdl.handle.net/2324/6978500

別書名	背表紙タイトル:Concentration inequalities and model selection, St. Flour 2003
一般注記	Includes bibliographical references (p. [319]-324) and index
著者標目	*Massart, Pascal Picard, Jean École d'été de probabilités de Saint-Flour (33rd : 2003 : Saint-Flour, France)
分　類	SG:510
書誌ID	1001319154
ISBN	9783540484974
NCID	BA81696142
URL
巻冊次	ISBN:9783540484974 ; XISBN:3540484973
NBN	07,N08,104
登録日	2009.09.18
更新日	2017.02.18