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Estimation and Testing Under Sparsity

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

48,14 € Lieferbar in 2-3 Tagen


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.


Titel: Estimation and Testing Under Sparsity
Autoren/Herausgeber: Sara van de Geer
Aus der Reihe: Lecture Notes in Mathematics
Ausgabe: 1st ed. 2016

ISBN/EAN: 9783319327730

Seitenzahl: 274
Format: 23,5 x 15,5 cm
Produktform: Taschenbuch/Softcover
Gewicht: 450 g
Sprache: Englisch - Newsletter
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