Estimation and Testing Under Sparsity : École d'Été de Probabilités de Saint-Flour XLV - 2015
Overview
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.
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Details
- ISBN-13: 9783319327730
- ISBN-10: 3319327739
- Publisher: Springer
- Publish Date: June 2016
- Dimensions: 9.21 x 6.14 x 0.61 inches
- Shipping Weight: 0.91 pounds
- Page Count: 274
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