Estimation and Testing Under Sparsity: École d'Été de Probabilités de Saint-Flour XLV – 2015: 2159 - Tapa blanda

Van De Geer, Sara

 
9783319327730: Estimation and Testing Under Sparsity: École d'Été de Probabilités de Saint-Flour XLV – 2015: 2159
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ISBN 10: 3319327739 ISBN 13: 9783319327730
Editorial: Springer, 2016

Sinopsis

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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De la contraportada

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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Editorial
Springer
Año de publicación
2016
Idioma
Inglés
ISBN 10 
3319327739
ISBN 13 
9783319327730
Encuadernación
Tapa blanda
Número de edición
1
Número de páginas
292
Contacto del fabricante
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Darmstadt
64293
Alemania

Otras ediciones populares con el mismo título

9783319327754: Estimation and Testing Under Sparsity: École d'Été de Probabilités de Saint-Flour XLV - 2015

Edición Destacada

ISBN 10:  3319327755 ISBN 13:  9783319327754
Editorial: Springer, 2016
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