Carte Estimation and Testing Under Sparsity Sara van de Geer

Estimation and Testing Under Sparsity

École d'Été de Probabilités de Saint-Flour XLV - 2015

Limbă: engleză
Legare: Carte broșată
Disponibilitate: În depozitul extern
Expediem în 5-8 zile
304.89 lei
Taking the Lasso method as its starting point, this book describes the main ingredients needed to st...

Informații despre carte

Limbă
engleză
Legare
Carte - Carte broșată
Publicat
2016
Pagini
274
EAN
9783319327730
ISBN
3319327739
Enbook ID
02961495
Greutate
436
Dimensiuni
154 x 234 x 21

Descriere completă

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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