Concentration Inequalities and Model Selection: Ecole d'Eté de Probabilités de Saint-Flour XXXIII - 2003 (2007)Paperback - 2007, 18 April 2007

Concentration inequalities have been recognized as fundamental tools in several domains such as geometry of Banach spaces or random combinatorics. They also turn to be essential tools to develop a non asymptotic theory in statistics. This volume provides an overview of a non asymptotic theory for model selection. It also discusses some selected applications to variable selection, change points detection and statistical learning.