Estimation and Testing Under Sparsity

  • Aug 28, 2017
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Written by Sara van de Geer

Sep, 2017

Description

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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Title: Estimation and Testing Under Sparsity
Author: Sara van de Geer
Language: English
Publication Date: 2017-09-08
ISBN-10: 3319327739
NOTICE: BOOK CONTENT AND LINKS HAVE COLLECTED FROM THE INTERNET, YOU MAY GET BROKEN LINK OR COPYRIGHT COMPLAINT. YOU CAN BUY THIS BOOK OR PLEASE MAIL TO daviddlinville at GMX dot COM TO REPORT

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