Concentration Inequalities and Model Selection
Pascal Massart
Broschiertes Buch

Concentration Inequalities and Model Selection

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

Herausgegeben: Picard, Jean
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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 r...