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Título: Concentration Inequalities: A Nonasymptotic Theory Of Independence | |
| Autor: Boucheron Stephane | Precio: Desconocido | |
| Editorial: Oxford University Press | Año: 2013 | |
| Tema: Matematicas | Edición: 1ª | |
| Sinopsis | ISBN: 9780199535255 | |
| Concentration inequalities for functions of independent random variables is an area of probability theory that has witnessed a great revolution in the last few decades, and has applications in a wide variety of areas such as machine learning, statistics, discrete mathematics, and high-dimensional geometry. Roughly speaking, if a function of many independent random variables does not depend too much on any of the variables then it is concentrated in the sense that with high probability, it is close to its expected value. This book offers a host of inequalities to illustrate this rich theory in an accessible way by covering the key developments and applications in the field. | ||
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