High-Dimensional Probability
Language: English
Published by Cambridge University Press, GB, 2018
Series: Book 51 of 64 - Cambridge Series in Statistical and Probabilistic Mathematics
- Hardcover
- New
Seller: Rarewaves.com USA, London, London, United KingdomRarewaves.com USA
AbeBooks seller since June 11, 2025
Condition: New
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Add to basketItem description from seller
High-dimensional probability offers insight into the behavior of random vectors, random matrices, random subspaces, and objects used to quantify uncertainty in high dimensions. Drawing on ideas from probability, analysis, and geometry, it lends itself to applications in mathematics, statistics, theoretical computer science, signal processing, optimization, and more. It is the first to integrate theory, key tools, and modern applications of high-dimensional probability. Concentration inequalities form the core, and it covers both classical results such as Hoeffding's and Chernoff's inequalities and modern developments such as the matrix Bernstein's inequality. It then introduces the powerful methods based on stochastic processes, including such tools as Slepian's, Sudakov's, and Dudley's inequalities, as well as generic chaining and bounds based on VC dimension. A broad range of illustrations is embedded throughout, including classical and modern results for covariance estimation, clustering, networks, semidefinite programming, coding, dimension reduction, matrix completion, machine learning, compressed sensing, and sparse regression. …
Seller Inventory # LU-9781108415194
- Title
- High-Dimensional Probability
- Author
- Roman Vershynin
- Publisher
- Cambridge University Press, GB
- Publication year
- 2018
- Condition
- New
- Binding
- Hardback
- Language
- English
- ISBN 10
- 1108415199
- ISBN 13
- 9781108415194
- Item weight
- 710 grams
- Series
- Book 51 of 64: Cambridge Series in Statistical and Probabilistic Mathematics
"Synopsis" may belong to another edition of this title.
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Rarewaves.com USA
London, London, United Kingdom
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