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High-Dimensional Statistics - A Non-Asymptotic Viewpoint (Hardcover)
Loot Price: R1,982
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High-Dimensional Statistics - A Non-Asymptotic Viewpoint (Hardcover)
Series: Cambridge Series in Statistical and Probabilistic Mathematics
Expected to ship within 12 - 17 working days
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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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