High-Dimensional Statistics: A Non-Asymptotic Viewpoint (Hardcover)

High-Dimensional Statistics: A Non-Asymptotic Viewpoint (Hardcover)

作者: Martin J. Wainwright
出版社: Cambridge
出版在: 2019-02-21
ISBN-13: 9781108498029
ISBN-10: 1108498027
裝訂格式: Hardcover
總頁數: 555 頁





內容描述


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.




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