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Estimation and Testing Under Sparsity: École d´Été de Probabilités de Saint-Flour XLV – 2015
Sara Van de Geer
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Description for Estimation and Testing Under Sparsity: École d´Été de Probabilités de Saint-Flour XLV – 2015
Paperback. Series: Lecture Notes in Mathematics. Num Pages: 287 pages, biography. BIC Classification: PBT. Category: (G) General (US: Trade). Dimension: 235 x 155 x 15. Weight in Grams: 450.
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 ... Read more
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 ... Read more
Product Details
Publisher
Springer International Publishing AG
Format
Paperback
Publication date
2016
Series
Lecture Notes in Mathematics
Condition
New
Number of Pages
274
Place of Publication
Cham, Switzerland
ISBN
9783319327730
SKU
V9783319327730
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Estimation and Testing Under Sparsity: École d´Été de Probabilités de Saint-Flour XLV – 2015
“This book is presented as a series of lecture notes on the theory of penalized estimators under sparsity. … The level of detail is high, and almost all proofs are given in full, with discussion. Each chapter ends with a section of problems, which could be used in a study setting to improve understanding of the proofs.” (Andrew Duncan A. ... Read more