Name: High-Dimensional Probability
ISBN: 9781108415194

作者: Roman Vershynin
出版社: Cambridge University Press
副标题: An Introduction with Applications in Data Science
出版年: 2018-9-27
页数: 296
定价: USD 69.99
装帧: Hardcover
丛书: Cambridge Series in Statistical and Probabilistic Mathematics
ISBN: 9781108415194

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内容简介 · · · · · ·

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 f...

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作者简介 · · · · · ·

Roman Vershynin is Professor of Mathematics at the University of California, Irvine. He studies random geometric structures across mathematics and data sciences, in particular in random matrix theory, geometric functional analysis, convex and discrete geometry, geometric combinatorics, high-dimensional statistics, information theory, machine learning, signal processing, and num...

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丛书信息 · · · · · ·

　　Cambridge Series in Statistical and Probabilistic Mathematics(共59册)，这套丛书还有《Long-Range Dependence and Self-Similarity》《The Estimation And Tracking of Frequency》《Statistical Hypothesis Testing in Context》《Model-Based Clustering and Classification for Data Science》《Analysis of Multivariate and High-Dimensional Data》等。

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High-Dimensional Probability的书评 · · · · · · ( 全部 2 条 )

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lowai 2020-04-22 20:22:24

Unofficial Errata

这个书居然作者不给errata也是很不user-friendly了. 根据已经出版的版本, 发现的数学错误或typo错误如下 (*表示该处最新的online version已修正): *p58, Exercise 3.5.3: 命题不总成立. 可补充条件"A对角线为0或A是PSD". p83, Exercise 4.3.7(b): t log_2 (e/t) 疑应为 t log_2... (展开)

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洛绫雅音 2024-09-02 21:15:46

video for the lecture

作者主页上给的课程链接 High-Dimensional Probability www.math.uci.edu 包含讲课视频，讲义和作业课程虽然以书为主要参考，但是讲解更细，节奏比较慢看课程的标题，大概只包括了书中前半的内容，强调各种concentration inequality和各个书中的机器学习的例子，如VC维、PCA... (展开)

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