Oracle Inequalities in Empirical Risk Minimization and Sparse Recovery Problems (Record no. 31270)

000 -LEADER
fixed length control field 02762nam a22004695i 4500
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9783642221477
-- 978-3-642-22147-7
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 519.2
100 1# - MAIN ENTRY--AUTHOR NAME
Personal name Koltchinskii, Vladimir.
245 10 - TITLE STATEMENT
Title Oracle Inequalities in Empirical Risk Minimization and Sparse Recovery Problems
Sub Title École d’Été de Probabilités de Saint-Flour XXXVIII-2008 /
Statement of responsibility, etc by Vladimir Koltchinskii.
260 #1 - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication Berlin, Heidelberg :
Name of publisher Springer Berlin Heidelberg,
Year of publication 2011.
300 ## - PHYSICAL DESCRIPTION
Number of Pages IX, 254p.
Other physical details online resource.
490 1# - SERIES STATEMENT
Series statement Lecture Notes in Mathematics,
520 ## - SUMMARY, ETC.
Summary, etc The purpose of these lecture notes is to provide an introduction to the general theory of empirical risk minimization with an emphasis on excess risk bounds and oracle inequalities in penalized problems. In recent years, there have been new developments in this area motivated by the study of new classes of methods in machine learning such as large margin classification methods (boosting, kernel machines). The main probabilistic tools involved in the analysis of these problems are concentration and deviation inequalities by Talagrand along with other methods of empirical processes theory (symmetrization inequalities, contraction inequality for Rademacher sums, entropy and generic chaining bounds). Sparse recovery based on l_1-type penalization and low rank matrix recovery based on the nuclear norm penalization are other active areas of research, where the main problems can be stated in the framework of penalized empirical risk minimization, and concentration inequalities and empirical processes tools have proved to be very useful.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Mathematics.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Distribution (Probability theory).
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Mathematics.
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Probability Theory and Stochastic Processes.
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier http://dx.doi.org/10.1007/978-3-642-22147-7
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type E-BOOKS
264 #1 -
-- Berlin, Heidelberg :
-- Springer Berlin Heidelberg,
-- 2011.
336 ## -
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-- computer
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-- rdamedia
338 ## -
-- online resource
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347 ## -
-- text file
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830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
-- 0075-8434 ;
Holdings
Withdrawn status Lost status Damaged status Not for loan Current library Accession Number Uniform Resource Identifier Koha item type
        IMSc Library EBK1976 http://dx.doi.org/10.1007/978-3-642-22147-7 E-BOOKS
The Institute of Mathematical Sciences, Chennai, India

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