Statistical Inference via Convex Optimization

Anatoli B. Juditsky (1) , Arkadi Nemirovski (2)

1 DAO - Données, Apprentissage et Optimisation
2 ISyE - School of Industrial and Systems Engineering [Georgia Tech]

Reverse mathematics is a new field that seeks to find the axioms needed to prove given theorems. Reverse mathematics began as a technical field of mathematical logic, but its main ideas have precedents in the ancient field of geometry and the early twentieth-century field of set theory. This book offers a historical and representative view, emphasizing basic analysis and giving a novel approach to logic. It concludes that mathematics is an arena where theorems cannot always be proved outright, but in which all of their logical equivalents can be found. This creates the possibility of reverse mathematics, where one seeks equivalents that are suitable as axioms. By using a minimum of mathematical logic in a well-motivated way, the book will engage advanced undergraduates and all mathematicians interested in the foundations of mathematics.

Domaines: Statistiques [math.ST]

Anatoli B. Juditsky, Arkadi Nemirovski. Statistical Inference via Convex Optimization. Princeton University Press, 2020, 9780691197296. ⟨10.2307/j.ctvqsdxqd⟩. ⟨hal-03185493⟩