Concentration Inequalities and Model Selection: Ecole d'Et? de Probabilit?s de Saint-Flour XXXIII - 2003

Concentration inequalities have been recognized as fundamental tools in several domains such as geometry of Banach spaces or random combinatorics. They also turn to be essential tools to develop a non asymptotic theory in statistics. This volume provides an overview of a non asymptotic theory for model selection. It also discusses some selected applications to variable selection, change points detection and statistical learning.