Alta reperibilità
Estimation and Testing Under Sparsity
Ecole D'ete De Probabilites De Saint-flour Xlv - 2015
- Editore:
Springer-Verlag GmbH
- Collana:
- Lecture Notes in Mathematics
- EAN:
9783319327730
- ISBN:
3319327739
- Pagine:
- 274
- Formato:
- Paperback
- Lingua:
- Tedesco
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Descrizione Estimation and Testing Under Sparsity
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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