Title: Concentration Inequalities and Model Selection: Ecole d?Et? de Probabilit?s de Saint-Flour XXXIII - 2003
Publisher: Springer
Publication Date: 2007
Language: English
ISBN 10: 3540484973
ISBN 13: 9783540484974
Binding: Soft cover
Condition: New

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.

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