Concentration Inequalities: A Nonasymptotic Theory of Independence
- ISBN-10
- 0199535256
- ISBN-13
- 9780199535255
- Category
- Mathematics
- Pages
- 481
- Language
- English
- Published
- 2013-02-07
- Publisher
- Oxford University Press
- Authors
- Gabor Lugosi, Stéphane Boucheron, Pascal Massart
Description
An accessible account of the rich theory surrounding concentration inequalities in probability theory, with applications from machine learning and statistics to high-dimensional geometry. This book introduces key ideas and presents a detailed summary of the state-of-the-art in the area, making it ideal for independent learning and as a reference.
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