TY  - BOOK
AU  - Wainwright,Martin
TI  - High-dimensional statistics: a non-asymptotic viewpoint 
T2  - Cambridge series in statistical and probabilistic mathematics
SN  - 9781108627771 (ebook)
AV  - QA276.18 .W35 2019
U1  - 519.5 23
PY  - 2019///
CY  - Cambridge
PB  - Cambridge University Press
KW  - Mathematical statistics
KW  - Textbooks
KW  - Big data
N1  - Title from publisher's bibliographic system (viewed on 13 Feb 2019)
N2  - 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
UR  - https://www.cambridge.org/core/product/identifier/9781108627771/type/BOOK
ER  -