Concentration Inequalities and Model Selection
Author: Pascal Massart
Publisher: Springer
Published: 2007-04-26
Total Pages: 346
ISBN-13: 3540485031
DOWNLOAD EBOOKConcentration inequalities have been recognized as fundamental tools in several domains such as geometry of Banach spaces or random combinatorics. They also turn to be essential tools to develop a non asymptotic theory in statistics. This volume provides an overview of a non asymptotic theory for model selection. It also discusses some selected applications to variable selection, change points detection and statistical learning.