Open Daily: 10am - 10pm | Alley door pickup 10am - 7pm 3038 Hennepin Ave Minneapolis, MN
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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Estimation and Testing Under Sparsity: École d'Été de Probabilités de Saint-Flour XLV - 2015

Estimation and Testing Under Sparsity: École d'Été de Probabilités de Saint-Flour XLV - 2015

Van de Geer, Sara

Paperback

ApplicationsGeneral ComputersProbability & Statistics

ISBN10: 3319327739
ISBN13: 9783319327730
Publisher: Springer
Published: Jun 29 2016
Pages: 274
Weight: 0.91
Height: 0.61 Width: 6.14 Depth: 9.21
Language: English
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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