Big Data Analysis
Big Data Analysis: High Dimensional Probability, Statistics, Optimization, and Inference
English | 2025 | ISBN: 3032031605 | 169 Pages | PDF EPUB (True) | 14 MB
English | 2025 | ISBN: 3032031605 | 169 Pages | PDF EPUB (True) | 14 MB
High dimensional probability, Concentration inequality, Sub-Gaussian random variables, Chernoff bounds, Hoeffding's inequality, Maximal inequalities, High dimensional linear regression, Ordinary least square, Compressed sensing, Lasso, Variations of Lasso including group lasso, fused lasso, adaptive lasso, etc., General high dimensional M- estimators, Variable selection consistency, High dimensional Optimization, Convex geometry, Lagrange duality, Gradient descent, Proximal gradient descent, LARS, ADMM, Mirror descent, Stochastic optimization, Large-Scale Inference, Linear model hypothesis testing, high dimensional inference, Chi-square test, maximal test, and Higher criticism, False discovery rate control.