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École d'Été de Probabilités de Saint-Flour

Concentration Inequalities and Model Selection

Ecole d'Eté de Probabilités de Saint-Flour XXXIII - 2003

Authors: Massart, Pascal

Editors: Picard, Jean (Ed.)

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About this book

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 authors

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

Table of contents (8 chapters)

Table of contents (8 chapters)

Buy this book

eBook $59.99
price for USA in USD
  • ISBN 978-3-540-48503-2
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase Institutional customers should get in touch with their account manager
Softcover $79.95
price for USA in USD
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Bibliographic Information

Bibliographic Information
Book Title
Concentration Inequalities and Model Selection
Book Subtitle
Ecole d'Eté de Probabilités de Saint-Flour XXXIII - 2003
Authors
Editors
  • Jean Picard
Series Title
École d'Été de Probabilités de Saint-Flour
Series Volume
1896
Copyright
2007
Publisher
Springer-Verlag Berlin Heidelberg
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-3-540-48503-2
DOI
10.1007/978-3-540-48503-2
Softcover ISBN
978-3-540-48497-4
Series ISSN
0721-5363
Edition Number
1
Number of Pages
XIV, 343
Topics