Introduction to High-Dimensional Statistics, 2nd Edition

Introduction to High-Dimensional Statistics, 2nd Edition
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Introduction to High-Dimensional Statistics, 2nd Edition

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by Christophe Giraud

  • Length: 346 pages
  • Edition: 2
  • Language: English
  • Publisher: Chapman and Hall/CRC
  • Publication Date: 2021-08-26
  • ISBN-10: 0367716224
  • ISBN-13: 9780367716226
  • Sales Rank: #4712618 (See Top 100 Books)

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Praise for the first edition:

“[This book] succeeds singularly at providing a structured introduction to this active field of research. … it is arguably the most accessible overview yet published of the mathematical ideas and principles that one needs to master to enter the field of high-dimensional statistics. … recommended to anyone interested in the main results of current research in high-dimensional statistics as well as anyone interested in acquiring the core mathematical skills to enter this area of research.”
Journal of the American Statistical Association

Introduction to High-Dimensional Statistics, Second Edition preserves the philosophy of the first edition: to be a concise guide for students and researchers discovering the area and interested in the mathematics involved. The main concepts and ideas are presented in simple settings, avoiding thereby unessential technicalities. High-dimensional statistics is a fast-evolving field, and much progress has been made on a large variety of topics, providing new insights and methods. Offering a succinct presentation of the mathematical foundations of high-dimensional statistics, this new edition:

  • Offers revised chapters from the previous edition, with the inclusion of many additional materials on some important topics, including compress sensing, estimation with convex constraints, the slope estimator, simultaneously low-rank and row-sparse linear regression, or aggregation of a continuous set of estimators.
  • Introduces three new chapters on iterative algorithms, clustering, and minimax lower bounds.
  • Provides enhanced appendices, minimax lower-bounds mainly with the addition of the Davis-Kahan perturbation bound and of two simple versions of the Hanson-Wright concentration inequality.
  • Covers cutting-edge statistical methods including model selection, sparsity and the Lasso, iterative hard thresholding, aggregation, support vector machines, and learning theory.
  • Provides detailed exercises at the end of every chapter with collaborative solutions on a wiki site.
  • Illustrates concepts with simple but clear practical examples.
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