Cambridge series in statistical and probabilistic mathematics ;
مشخصه جلد
47
یادداشتهای مربوط به کتابنامه ، واژه نامه و نمایه های داخل اثر
متن يادداشت
Includes bibliographical references and index.
یادداشتهای مربوط به مندرجات
متن يادداشت
Preliminaries on random variables -- Concentration of sums of independent random variables -- Random vectors in high dimensions -- Random matrices -- Concentration without independence -- Quadratic forms, symmetrization and contraction -- Random processes -- Chaining -- Deviations of random matrices and geometric consequences -- Sparse recovery -- Dvoretzky-Milman's theorem.
بدون عنوان
0
یادداشتهای مربوط به خلاصه یا چکیده
متن يادداشت
High-dimensional probability offers insight into the behavior of random vectors, random matrices, random subspaces, and objects used to quantify uncertainty in high dimensions. Drawing on ideas from probability, analysis, and geometry, it lends itself to applications in mathematics, statistics, theoretical computer science, signal processing, optimization, and more. It is the first to integrate theory, key tools, and modern applications of high-dimensional probability. Concentration inequalities form the core, and it covers both classical results such as Hoeffding's and Chernoff's inequalities and modern developments such as the matrix Bernstein's inequality. It then introduces the powerful methods based on stochastic processes, including such tools as Slepian's, Sudakov's, and Dudley's inequalities, as well as generic chaining and bounds based on VC dimension. A broad range of illustrations is embedded throughout, including classical and modern results for covariance estimation, clustering, networks, semidefinite programming, coding, dimension reduction, matrix completion, machine learning, compressed sensing, and sparse regression.
ویراست دیگر از اثر در قالب دیگر رسانه
عنوان
High-dimensional probability.
شماره استاندارد بين المللي کتاب و موسيقي
9781108415194
موضوع (اسم عام یاعبارت اسمی عام)
موضوع مستند نشده
Probabilities.
موضوع مستند نشده
Random variables.
موضوع مستند نشده
Stochastic processes.
موضوع مستند نشده
Probabilities.
موضوع مستند نشده
Random variables.
موضوع مستند نشده
Stochastic processes.
رده بندی ديویی
شماره
519
.
2
ويراست
23
رده بندی کنگره
شماره رده
QA273
نشانه اثر
.
V4485
2018
نام شخص به منزله سر شناسه - (مسئولیت معنوی درجه اول )