Estimation and Testing Under Sparsity

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

Nonfiction, Science & Nature, Mathematics, Statistics, Computers, Application Software
Cover of the book Estimation and Testing Under Sparsity by Sara van de Geer, Springer International Publishing
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Sara van de Geer ISBN: 9783319327747
Publisher: Springer International Publishing Publication: June 28, 2016
Imprint: Springer Language: English
Author: Sara van de Geer
ISBN: 9783319327747
Publisher: Springer International Publishing
Publication: June 28, 2016
Imprint: Springer
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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

More books from Springer International Publishing

Cover of the book White Coat Tales by Sara van de Geer
Cover of the book Role of Mulching in Pest Management and Agricultural Sustainability by Sara van de Geer
Cover of the book Engaging Stakeholders in Education for Sustainable Development at University Level by Sara van de Geer
Cover of the book Parallel Scientific Computing by Sara van de Geer
Cover of the book Introduction to Nonsmooth Optimization by Sara van de Geer
Cover of the book Biogeochemical Transformations in the Baltic Sea by Sara van de Geer
Cover of the book Aggressive and Violent Peasant Elites in the Nordic Countries, C. 1500-1700 by Sara van de Geer
Cover of the book A Rigorous Semantics for BPMN 2.0 Process Diagrams by Sara van de Geer
Cover of the book Properties of Fresh and Hardened Concrete Containing Supplementary Cementitious Materials by Sara van de Geer
Cover of the book White Coat Hypertension by Sara van de Geer
Cover of the book A Return to Social Justice by Sara van de Geer
Cover of the book Pattern Recognition by Sara van de Geer
Cover of the book Religious Ethics in the Market Economy by Sara van de Geer
Cover of the book Financial Therapy by Sara van de Geer
Cover of the book Bacteriophages: Practical Applications for Nature's Biocontrol by Sara van de Geer
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy