Introduction to High-Dimensional Statistics

ISBN-13: 9780367716226 / Angielski / Twarda / 2021 / 346 str.

Christophe Giraud

Opis

This book preserves the philosophy of the first edition: to be a concise guide for students and researchers discovering the area and interested in the mathematics involved. The main concepts and ideas are presented in simple settings, avoiding thereby unessential technicalities.

Spis treści

1. Introduction. 2. Model Selection. 3. Minimax Lower Bounds. 4. Aggregation of Estimators. 5. Convex Criteria. 6. Iterative Algorithms. 7. Estimator Selection. 8. Multivariate Regression. 9. Graphical Models. 10. Multiple Testing. 11. Supervised Classification. 12. Clustering.

O autorze

Christophe Giraud was a student of the École Normale Supérieure de Paris, and he received a Ph.D in probability theory from the University Paris 6. He was assistant professor at the University of Nice from 2002 to 2008. He has been associate professor at the École Polytechnique since 2008 and professor at Paris Sud University (Orsay) since 2012. His current research focuses mainly on the statistical theory of high-dimensional data analysis and its applications to life sciences.