Concentration Inequalities and Model Selection: Ecole D'Eté de Probabilités de Saint-Flour XXXIII - 2003

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Springer, Jun 11, 2007 - Mathematics - 337 pages
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.

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Contents

Introduction
1
Exponential and Information Inequalities
15
Gaussian Processes
53
Copyright

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About the author (2007)

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