000 01775 a2200229 4500
999 _c53136
_d53136
008 201020b ||||| |||| 00| 0 eng d
020 _a9781108498029
082 _a519.5
_bWAI
100 _aWainwright, Martin J.
245 _aHigh-dimensional statistics: a non-asymptotic viewpoint
260 _bCambridge University Press,
_c2019.
_aUK:
300 _axvii, 552 p. : ill. ;
_bhb;
_c26 cm.
365 _aGBP
_b57.99
440 _aCambridge series in statistical and probabilistic mathematics
504 _aIncludes bibliographical references and indexes.
520 _aRecent 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.
650 _aMathematics
650 _aMathematical Statistics
650 _aBig Data
650 _aProbabilities
942 _2ddc
_cTD