Concentration Inequalities and Model Selection Ecole d'Eté de Probabilités de Saint-Flour XXXIII - 2003 /

• Main Author: Massart, Pascal (Author)
• Corporate Author: SpringerLink (Online service)
• Other Authors: Picard, Jean (Editor)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2007.
• Series: Lecture Notes in Mathematics, 1896
• Subjects: Mathematics.; Information theory.; Probabilities.; Statistics.; Probability Theory and Stochastic Processes.; Statistical Theory and Methods.; Information and Communication, Circuits.

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 centra...

Table of Contents:

• Exponential and Information Inequalities
• Gaussian Processes
• Gaussian Model Selection
• Concentration Inequalities
• Maximal Inequalities
• Density Estimation via Model Selection
• Statistical Learning.