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An accessible account of the rich theory surrounding concentration inequalities in probability theory, with applications from machine learning and statistics to high-dimensional geometry. This book introduces key ideas and presents a detailed summary of the state-of-the-art in the area, making it ideal for independent learning and as a reference.

Produktbeschreibung
An accessible account of the rich theory surrounding concentration inequalities in probability theory, with applications from machine learning and statistics to high-dimensional geometry. This book introduces key ideas and presents a detailed summary of the state-of-the-art in the area, making it ideal for independent learning and as a reference.
Autorenporträt
Stéphane Boucheron is a Professor in the Applied Mathematics and Statistics Department at Université Paris-Diderot, France. ; Gábor Lugosi is ICREA Research Professor in the Department of Economics at the Pompeu Fabra University in Barcelona, Spain. ; Pascal Massart is a Professor in the Department of Mathematics at Université de Paris-Sud, France.