Isbn: 9783540225720 - statistical learning theory and stochastic optimization: ecole d'et?? de probabilit??s de saint-flour xxxi - 2001: ecole d'eté de probabilités de ... notes in mathematics, 1851, band 1851) (3 Ergebnisse)

Zustand: New. In English.

Softcover. Zustand: Gut. Ex-library with stamp and library-signature. GOOD condition, some traces of use. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. C-04205 9783540225720 Sprache: Englisch Gewicht in Gramm: 550.

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Statistical learning theory is aimed at analyzing complex data with necessarily approximate models. This book is intended for an audience with a graduate background in probability theory and statistics. It will be useful to any reader wondering why it may be a good idea, to use asis often done in practice a notoriously 'wrong'' (i.e. over-simplified) model to predict, estimate or classify. This point of view takes its roots in three fields: information theory, statistical mechanics, and PAC-Bayesian theorems. Results on the large deviations of trajectories of Markov chains with rare transitions are also included. They are meant to provide a better understanding of stochastic optimization algorithms of common use in computing estimators. The author focuses on non-asymptotic bounds of the statistical risk, allowing one to choose adaptively between rich and structured families of models and corresponding estimators. Two mathematical objects pervade the book: entropy and Gibbs measures. The goal is to show how to turn them into versatile and efficient technical tools,that will stimulate further studies and results.…