{"product_id":"statistical-learning-theory-and-stochastic-optimization-ecole-dete-de-probabilites-de-saint-flour-xxxi-2001-von-olivier-catoni","title":"Statistical Learning Theory and Stochastic Optimization","description":"\n                                \n                \u003cp\u003eStatistical 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. \u003c\/p\u003e\n                            \n            \u003cdiv class=\"aw-variant-hidden-subtitle-div\" id=\"aw-variant-subtitle-9783540225720\"\u003e\u003ch3\u003eEcole d'Eté de Probabilités de Saint-Flour XXXI - 2001\u003c\/h3\u003e\u003c\/div\u003e","brand":"Libri","offers":[{"title":"Softcover - 9783540225720","offer_id":39425714454621,"sku":"9783540225720","price":53.49,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0940\/0622\/files\/2c6e9ea7-e665-4900-a498-db3c0e6a953d.jpg?v=1772172831","url":"https:\/\/shop.autorenwelt.de\/en\/products\/statistical-learning-theory-and-stochastic-optimization-ecole-dete-de-probabilites-de-saint-flour-xxxi-2001-von-olivier-catoni","provider":"Autorenwelt Shop","version":"1.0","type":"link"}