Statistical inference via convex optimization /

"This authoritative book draws on the latest research to explore the interplay of high-dimensional statistics with optimization. Through an accessible analysis of fundamental problems of hypothesis testing and signal recovery, Anatoli Juditsky and Arkadi Nemirovski show how convex optimization...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Juditsky, Anatoli, 1962- (Autor), Nemirovskiĭ, A. S. (Arkadiĭ Semenovich) (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Princeton, New Jersey : Princeton University Press, [2020]
Colección:Princeton series in applied mathematics.
Temas:
Mathematical statistics.
Mathematical optimization.
Convex functions.
Optimisation mathématique.
Fonctions convexes.
MATHEMATICS > Optimization.
All of Nonparametric Statistics.
Asymptotic Methods in Statistical Decision Theory.
Dantzig selector.
Gaussian observations.
Has'minskii.
Hellinger distance.
Ibragimov.
Introduction to Nonparametric Estimation.
Lagrange duality.
Le Cam.
N-convex function.
Statistical Estimation.
Tsybakov.
Wasserman.
bisection algorithm.
conic programming.
convex sets.
duality.
ell-1-norm minimization.
estimating functions.
lasso selector.
minimization.
saddle points.
signal plus noise.
signal-to-noise.
unobserved signal.
variable selection.
Acceso en línea:Texto completo

Ejemplares similares

Ejemplares similares