Statistical Inference via Convex Optimization by Anatoli Juditsky

Statistical Inference via Convex Optimization by Anatoli Juditsky

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.

Statistical Inference via Convex Optimization is an essential resource for optimization specialists who are new to statistics and its applications, and for data scientists who want to improve their optimization methods. Juditsky and Nemirovski provide the first systematic treatment of the statistical techniques that have arisen from advances in the theory of optimization. They focus on four well-known statistical problems—sparse recovery, hypothesis testing, and recovery from indirect observations of both signals and functions of signals—demonstrating how they can be solved more efficiently as convex optimization problems. The emphasis throughout is on achieving the best possible statistical performance. The construction of inference routines and the quantification of their statistical performance are given by efficient computation rather than by analytical derivation typical of more conventional statistical approaches. In addition to being computation-friendly, the methods described in this book enable practitioners to handle numerous situations too difficult for closed analytical form analysis, such as composite hypothesis testing and signal recovery in inverse problems.

Statistical Inference via Convex Optimization features exercises with solutions along with extensive appendixes, making it ideal for use as a graduate text.

"For graduate students and researchers who are interested in high-dimensional statistics and its interplay with convex optimization, this book will serve as an invaluable resource"---Debashis Ghosh, International Statistical Review

Anatoli Juditsky is professor of applied mathematics and chair of statistics and optimization at the Multidisciplinary Institute in Artificial Intelligence at the Université Grenoble Alpes in France. Arkadi Nemirovski is the John Hunter Chair and professor of industrial and systems engineering at the Georgia Institute of Technology. His books include Robust Optimization (Princeton).

SKU	Unavailable
ISBN 13	9780691197296
ISBN 10	0691197296
Title	Statistical Inference via Convex Optimization
Author	Anatoli Juditsky
Series	Princeton Series In Applied Mathematics
Condition	Unavailable
Binding Type	Hardback
Publisher	Princeton University Press
Year published	2020-04-07
Number of pages	656
Cover note	Book picture is for illustrative purposes only, actual binding, cover or edition may vary.