Estimation and Testing Under Sparsity

Language: English

Published by Springer International Publishing AG, CH, 2016

3319327739 / 9783319327730

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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.

Seller Inventory # LU-9783319327730

Title
Estimation and Testing Under Sparsity
Author
Sara van de Geer
Publisher
Springer International Publishing AG, CH
Publication year
2016
Condition
New
Binding
Paperback
Language
English
ISBN 10
3319327739
ISBN 13
9783319327730
Edition
1st ed. 2016.
Dimensions
15.5 x 1.68 x 23.5 cm

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