Remote Access Bulletin of the American Mathematical Society

Bulletin of the American Mathematical Society

ISSN 1088-9485(online) ISSN 0273-0979(print)

Book Review

The AMS does not provide abstracts of book reviews. You may download the entire review from the links below.


MathSciNet review: 4119619
Full text of review: PDF   This review is available free of charge.
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

References [Enhancements On Off] (What's this?)

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
  • 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
  • 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

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