WorldCat Linked Data Explorer

http://worldcat.org/entity/work/id/14473764

Statistical learning theory and stochastic optimization Ecole d'Eté de Probabilités de Saint-Flour XXXI-2001

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 as is 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.

Open All Close All

http://schema.org/about

http://schema.org/alternateName

  • "Ecole d'Eté de Probabilités de Saint-Flour XXXI--2001"@en
  • "Ecole d'Eté de Probabilités de Saint-Flour XXXI-2001"@en
  • "Ecole d'été de probabilités de Saint-Flour XXXI-2001"

http://schema.org/contributor

http://schema.org/description

  • "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 as is 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."@en

http://schema.org/genre

  • "Llibres electrònics"
  • "Conference papers and proceedings"
  • "Conference papers and proceedings"@en
  • "Electronic books"@en
  • "Elektronisches Buch"
  • "Kongress"@en
  • "Kongress"
  • "Conference proceedings"

http://schema.org/name

  • "Statistical learning theory and stochastic optimization : Ecole d'eté de probabilités de Saint-Flour XXXI - 2001 00"
  • "Statistical learning theory and stochastic optimization"
  • "Statistical learning theory and stochastic optimization Ecole d'été de probabilités de Saint-Flour XXXI-2001"
  • "Statistical learning theory and stochastic optimization Ecole d'Eté de Probabilités de Saint-Flour XXXI-2001"@en
  • "Statistical learning theory and stochastic optimization : Ecole d'Eté de Probabilités de Saint-Flour, XXXI - 2001"
  • "Statistical learning theory and stochastic optimization Ecole d'Eté de Probabilités de Saint-Flour XXXI-2001"
  • "Statistical learning theory and stochastic optimization : Ecole d'Eté de Probabilités de Saint-Flour XXXI--2001"@en
  • "Statistical learning theory and stochastic optimization : Ecole d'Eté de Probabilités de Saint-Flour XXXI - 2001"@en
  • "Statistical learning theory and stochastic optimization : Ecole d'Eté de Probabilités de Saint-Flour XXXI - 2001"
  • "Statistical learning theory and stochastic optimization : Ecole d'eté de probabilités de Saint-Flour XXXI-2001"
  • "Statistical learning theory and stochastic optimization : Ecole d'Eté de Probabilites de Saint-Flour XXXI-2001"
  • "Statistical learning theory and stochastic optimization : Ecole d'été de probabilités de Saint-Flour XXXI-2001"
  • "Statistical Learning Theory and Stochastic Optimization"
  • "Statistical Learning Theory and Stochastic Optimization Ecole d'Eté de Probabilités de Saint-Flour XXXI - 2001"
  • "Statistical learning theory and stochastic optimization Ecole d'eté de probabilités de Saint-Flour XXXI - 2001"
  • "Statistical learning theory and stochastic optimization : Ecole d'Eté de probabiités de Saint-Flour XXXI - 2001"