Cuvillier Verlag

35 Jahre Kompetenz im wissenschaftlichen Publizieren
Internationaler Fachverlag für Wissenschaft und Wirtschaft

Cuvillier Verlag

De En Es
Aspects of Statistical Learning in Complex System

Printausgabe
EUR 29,00 EUR 27,55

E-Book
EUR 20,30

Aspects of Statistical Learning in Complex System

Rainer Opgen-Rhein (Autor)

Vorschau

Inhaltsverzeichnis, Datei (59 KB)
Leseprobe, Datei (140 KB)

This book is concerned with the development of interpretable models for prediction and inferencein complex systems that primarily build on a Stein-type shrinkage approach. To achieve this, new estimators are developed for the variance and the covariance matrix even applicable to large dimensional data sets (e.g., gene expression data). The introduction of dynamical correlation extends the concept of correlation and the corresponding shrinkage estimators consistently to longitudinal data.

Building on the estimation of the covariance matrix, known methods are extended to complex systems and new techniques are developed, including a shrinkage t statistic for high-dimensional case-control analysis, a method to infer networks from longitudinal data, a small sample shrinkage regression, a small sample model selection method for the VAR-process and a new technique of estimating partially causal networks.

ISBN-13 (Printausgabe) 386727360X
ISBN-13 (Printausgabe) 9783867273602
ISBN-13 (E-Book) 9783736923607
Sprache Englisch
Seitenanzahl 222
Auflage 1
Band 0
Erscheinungsort Göttingen
Promotionsort München
Erscheinungsdatum 07.09.2007
Allgemeine Einordnung Dissertation
Fachbereiche Wirtschaftswissenschaften
Mathematik
Biologie