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High-Dimensional Statistics: A Non-Asymptotic Viewpoint (Cambridge Series in Statistical and Probabilistic Mathematics)
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Bibliographic Detail
Publisher Cambridge University Press
Publication date February 28, 2019
Pages 555
Binding Hardcover
ISBN-13 9781108498029
ISBN-10 1108498027
Dimensions 0 by 6 by 9 in.
Weight 1.74 lbs.
Original list price $79.99
Summaries and Reviews
Amazon.com description: Product Description: 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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