عنوان

High-dimensional statistics :

(Number (ISBN

1108627773

(Number (ISBN

9781108627771

Erroneous ISBN

1108498027

Erroneous ISBN

9781108498029

Title Proper

High-dimensional statistics :

General Material Designation

[Book]

Other Title Information

a non-asymptotic viewpoint /

First Statement of Responsibility

Martin J. Wainwright, University of California, Berkeley.

Place of Publication, Distribution, etc.

New York, NY, USA :

Name of Publisher, Distributor, etc.

Cambridge University Press,

Date of Publication, Distribution, etc.

2019.

Date of Publication, Distribution, etc.

©2019

Specific Material Designation and Extent of Item

1 online resource (xvii, 552 pages) :

Other Physical Details

illustrations

Series Title

Cambridge series in statistical and probabilistic mathematics ;

Volume Designation

48

Text of Note

Includes bibliographical references and indexes.

Text of Note

Introduction -- Basic tail and concentration bounds -- Concentration of measure -- Uniform laws of large numbers -- Metric entropy and its uses -- Random matrices and covariance estimation -- Sparse linear models in high dimensions -- Principal component analysis in high dimensions -- Decomposability and restricted strong convexity -- Matrix estimation with rank constraints -- Graphical models for high-dimensional data -- Reproducing kernel Hilbert spaces -- Nonparametric least squares -- Localization and uniform laws -- Minimax lower bounds.

0

Text of Note

Recent years have witnessed an explosion in the volume and variety of data collected in all scientific disciplines and industrial settings. Such massive data sets present a number of challenges to researchers in statistics and machine learning. This book provides a self-contained introduction to the area of high-dimensional statistics, aimed at the first-year graduate level. It includes chapters that are focused on core methodology and theory - including tail bounds, concentration inequalities, uniform laws and empirical process, and random matrices - as well as chapters devoted to in-depth exploration of particular model classes - including sparse linear models, matrix models with rank constraints, graphical models, and various types of non-parametric models. With hundreds of worked examples and exercises, this text is intended both for courses and for self-study by graduate students and researchers in statistics, machine learning, and related fields who must understand, apply, and adapt modern statistical methods suited to large-scale data.

Title

High-dimensional statistics.

International Standard Book Number

9781108498029

Big data.

Mathematical statistics, Textbooks.

Big data.

Mathematical statistics.

Number

Edition

Class number

Book number

Wainwright, Martin, (Martin J.)

Date of Transaction

20200822151227.0

Cataloguing Rules (Descriptive Conventions))

pn

Electronic name

[Book]

Y