Book Review
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MathSciNet review:
4119619
Full text of review:
PDF
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Book Information:
Author:
Martin J. Wainwright
Title:
High-dimensional statistics: A non-asymptotic viewpoint
Additional book information:
Cambridge Series in Statistical and Probabilistic Mathematics, Vol. 48,
Cambridge University Press,
Cambridge,
2019,
xvii+552 pp.,
ISBN 978-1-108-49802-9,
US $79.99
T. W. Anderson, An introduction to multivariate statistical analysis, 3rd ed., Wiley Series in Probability and Statistics, Wiley-Interscience [John Wiley & Sons], Hoboken, NJ, 2003. MR 1990662
Robert Tibshirani, Regression shrinkage and selection via the lasso, J. Roy. Statist. Soc. Ser. B 58 (1996), no. 1, 267–288. MR 1379242
A. W. van der Vaart, Asymptotic statistics, Cambridge Series in Statistical and Probabilistic Mathematics, vol. 3, Cambridge University Press, Cambridge, 1998. MR 1652247, DOI 10.1017/CBO9780511802256
Roman Vershynin, High-dimensional probability, Cambridge Series in Statistical and Probabilistic Mathematics, vol. 47, Cambridge University Press, Cambridge, 2018. An introduction with applications in data science; With a foreword by Sara van de Geer. MR 3837109, DOI 10.1017/9781108231596
Martin J. Wainwright, High-dimensional statistics, Cambridge Series in Statistical and Probabilistic Mathematics, vol. 48, Cambridge University Press, Cambridge, 2019. A non-asymptotic viewpoint. MR 3967104, DOI 10.1017/9781108627771
References
- T. W. Anderson, An introduction to multivariate statistical analysis, 3rd ed., Wiley Series in Probability and Statistics, Wiley-Interscience [John Wiley & Sons], Hoboken, NJ, 2003. MR 1990662
- Robert Tibshirani, Regression shrinkage and selection via the lasso, J. Roy. Statist. Soc. Ser. B 58 (1996), no. 1, 267–288. MR 1379242
- A. W. van der Vaart, Asymptotic statistics, Cambridge Series in Statistical and Probabilistic Mathematics, vol. 3, Cambridge University Press, Cambridge, 1998. MR 1652247, DOI 10.1017/CBO9780511802256
- Roman Vershynin, High-dimensional probability: An introduction with applications in data science, Cambridge Series in Statistical and Probabilistic Mathematics, vol. 47, Cambridge University Press, Cambridge, 2018. With a foreword by Sara van de Geer. MR 3837109, DOI 10.1017/9781108231596
- Martin J. Wainwright, High-dimensional statistics: A non-asymptotic viewpoint, Cambridge Series in Statistical and Probabilistic Mathematics, vol. 48, Cambridge University Press, Cambridge, 2019. MR 3967104, DOI 10.1017/9781108627771
Review Information:
Reviewer:
Po-Ling Loh
Affiliation:
Department of Statistics, University of Wisconsin-Madison, 1300 University Avenue, Madison, Wisconsin 53706
Email:
ploh@stat.wisc.edu
Journal:
Bull. Amer. Math. Soc.
57 (2020), 509-514
DOI:
https://doi.org/10.1090/bull/1692
Published electronically:
January 28, 2020
Review copyright:
© Copyright 2020
American Mathematical Society
