Concentration Inequalities and Model Selection: Ecole d'Età de Probabilitàs de Saint-Flour XXXIII - 2003 (Lecture Notes in Mathematics, 1896)

Massart, Pascal

ISBN 10: 3540484973 / ISBN 13: 9783540484974

Published by Springer, 2007

About this Item

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Bibliographic Details

• Title: Concentration Inequalities and Model Selection: Ecole d'Età de Probabilità s de Saint-Flour XXXIII - 2003 (Lecture Notes in Mathematics, 1896)
• Publisher: Springer
• Publication Date: 2007
• Language: English
• ISBN 10: 3540484973
• ISBN 13: 9783540484974
• Binding: Paperback
• Condition: Good

About this title

Synopsis

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.

About the Author

Prof. Massart has received the bronze medal of the CNRS (in mathematics and theoretical physics) in 1988 and the COPPS Presidents’ award in 1998.