Concentration Inequalities and Model Selection ; Ecole d'Eté de Probabilités de Saint-Flour XXXIII - 2003
Publication year: 2007
ISBN: 978-3-540-48503-2
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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.
Subject: Mathematics and Statistics, 62J0, Information, Maxima, adaptive estimation, concentration inequalities, empirical processes, model selection, statistical learning, information and communication, circuits
