Springer
Estimation and Testing Under Sparsity: ?cole d'?t? de Probabilit?s de Saint-Flour XLV - 2015
Product Code:
9783319327730
ISBN13:
9783319327730
Condition:
New
$66.64
Estimation and Testing Under Sparsity: ?cole d'?t? de Probabilit?s de Saint-Flour XLV - 2015
$66.64
Taking the Lasso method as its starting point, this book describes the main ingredients needed to study general loss functions and sparsity-inducing regularizers. It also provides a semi-parametric approach to establishing confidence intervals and tests. Sparsity-inducing methods have proven to be very useful in the analysis of high-dimensional data. Examples include the Lasso and group Lasso methods, and the least squares method with other norm-penalties, such as the nuclear norm. The illustrations provided include generalized linear models, density estimation, matrix completion and sparse principal components. Each chapter ends with a problem section. The book can be used as a textbook for a graduate or PhD course.
| Author: Sara Van de Geer |
| Publisher: Springer |
| Publication Date: Jun 29, 2016 |
| Number of Pages: 274 pages |
| Binding: Paperback or Softback |
| ISBN-10: 3319327739 |
| ISBN-13: 9783319327730 |
Related Products
