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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. It is mostly self contained and accessive to graduate students."--Jacket.
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Edition | Availability |
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Concentration Inequalities and Model Selection: Ecole d'Eté de Probabilités de Saint-Flour XXXIII - 2003 (Lecture Notes in Mathematics / Ecole d'Eté Probabilit.Saint-Flour)
June 11, 2007, Springer
Paperback
in English
- 1 edition
3540484973 9783540484974
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