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High-Dimensional Probability: An Introduction with Applications in Data Science

By Roman Vershynin
Hardcover
$85.00
By Roman Vershynin
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'High-Dimensional Probability,' winner of the 2019 PROSE Award in Mathematics, offers an accessible and friendly introduction to key probabilistic methods for mathematical data scientists. Streamlined and updated, this second edition integrates theory, core tools, and modern applications. Concentration inequalities are central, including classical results like Hoeffding's and Chernoff's inequalities, and modern ones like the matrix Bernstein inequality. The book also develops methods based ...

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Science & TechnologyMathematicsProbability TheoryStatistics