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Автор: Anatoli Juditsky, Arkadi Nemirovski
Издательство: Princeton University Press
Год: 2020
Формат: True PDF
Страниц: 656
Размер: 19.4 Mb
Язык: English
This authoritative book draws on the latest research to explore the interplay of high-dimensional statistics with optimization. Through an accessible analysis of fundamental problems of hypothesis testing and signal recovery, Anatoli Juditsky and Arkadi Nemirovski show how convex optimization theory can be used to devise and analyze near-optimal statistical inferences.