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Concentration Inequalities and Model Selection

2007-04-26 Mathematics
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Release : 2007-04-26
Genre : Mathematics
Kind : eBook
Book Rating : 031/5 ( reviews)

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Book Synopsis Concentration Inequalities and Model Selection by : Pascal Massart

Download or read book Concentration Inequalities and Model Selection written by Pascal Massart. This book was released on 2007-04-26. Available in PDF, EPUB and Kindle. Book excerpt: Concentration 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.

Concentration Inequalities and Model Selection

2007 Combinatorial probabilities
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Release : 2007
Genre : Combinatorial probabilities
Kind : eBook
Book Rating : 335/5 ( reviews)

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Book Synopsis Concentration Inequalities and Model Selection by : Pascal Massart

Download or read book Concentration Inequalities and Model Selection written by Pascal Massart. This book was released on 2007. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Concentration Inequalities

2013-02-07 Mathematics
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Release : 2013-02-07
Genre : Mathematics
Kind : eBook
Book Rating : 256/5 ( reviews)

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Book Synopsis Concentration Inequalities by : Stéphane Boucheron

Download or read book Concentration Inequalities written by Stéphane Boucheron. This book was released on 2013-02-07. Available in PDF, EPUB and Kindle. Book excerpt: Describes the interplay between the probabilistic structure (independence) and a variety of tools ranging from functional inequalities to transportation arguments to information theory. Applications to the study of empirical processes, random projections, random matrix theory, and threshold phenomena are also presented.

Stochastic Inequalities and Applications

2012-12-06 Mathematics
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Release : 2012-12-06
Genre : Mathematics
Kind : eBook
Book Rating : 693/5 ( reviews)

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Book Synopsis Stochastic Inequalities and Applications by : Evariste Giné

Download or read book Stochastic Inequalities and Applications written by Evariste Giné. This book was released on 2012-12-06. Available in PDF, EPUB and Kindle. Book excerpt: Concentration inequalities, which express the fact that certain complicated random variables are almost constant, have proven of utmost importance in many areas of probability and statistics. This volume contains refined versions of these inequalities, and their relationship to many applications particularly in stochastic analysis. The broad range and the high quality of the contributions make this book highly attractive for graduates, postgraduates and researchers in the above areas.

An Introduction to Matrix Concentration Inequalities

2015-05-27 Computers
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Release : 2015-05-27
Genre : Computers
Kind : eBook
Book Rating : 386/5 ( reviews)

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Book Synopsis An Introduction to Matrix Concentration Inequalities by : Joel Tropp

Download or read book An Introduction to Matrix Concentration Inequalities written by Joel Tropp. This book was released on 2015-05-27. Available in PDF, EPUB and Kindle. Book excerpt: Random matrices now play a role in many areas of theoretical, applied, and computational mathematics. It is therefore desirable to have tools for studying random matrices that are flexible, easy to use, and powerful. Over the last fifteen years, researchers have developed a remarkable family of results, called matrix concentration inequalities, that achieve all of these goals. This monograph offers an invitation to the field of matrix concentration inequalities. It begins with some history of random matrix theory; it describes a flexible model for random matrices that is suitable for many problems; and it discusses the most important matrix concentration results. To demonstrate the value of these techniques, the presentation includes examples drawn from statistics, machine learning, optimization, combinatorics, algorithms, scientific computing, and beyond.

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