High-Dimensional Statistics (eBook)

A Non-Asymptotic Viewpoint

Martin J. Wainwright (Autor)

eBook Download: EPUB

2019
Cambridge University Press (Verlag)
978-1-108-57123-4 (ISBN)

Infos

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.

Produkt-Details

• Erscheint lt. Verlag: 21.2.2019
• Sprache: englisch
• Themenwelt: Informatik ► Datenbanken ► Data Warehouse / Data Mining
• Themenwelt: Informatik ► Theorie / Studium ► Künstliche Intelligenz / Robotik
• Themenwelt: Mathematik / Informatik ► Mathematik ► Statistik
• Themenwelt: Naturwissenschaften ► Biologie
• Themenwelt: Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie
• ISBN-10: 1-108-57123-9 / 1108571239
• ISBN-13: 978-1-108-57123-4 / 9781108571234