High-Dimensional Probability

High-Dimensional Probability

An Introduction with Applications in Data Science

Vershynin, Roman

Cambridge University Press

09/2018

296

Dura

Inglês

9781108415194

15 a 20 dias

710

Descrição não disponível.
Preface; Appetizer: using probability to cover a geometric set; 1. Preliminaries on random variables; 2. Concentration of sums of independent random variables; 3. Random vectors in high dimensions; 4. Random matrices; 5. Concentration without independence; 6. Quadratic forms, symmetrization and contraction; 7. Random processes; 8. Chaining; 9. Deviations of random matrices and geometric consequences; 10. Sparse recovery; 11. Dvoretzky-Milman's theorem; Bibliography; Index.
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