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 ...
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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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Add this copy of Estimation and Testing Under Sparsity: École d'Été de to cart. $56.35, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2016 by Springer International Publishing AG.
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New. Print on demand Lecture Notes in Mathematics ; École d'Été de Probabilités de Saint-Flour . XIII, 274 p. Intended for college/higher education audience.
Add this copy of Estimation and Testing Under Sparsity: École D'Été De to cart. $84.90, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 2016 by Springer.
Add this copy of Estimation and Testing Under Sparsity: École D'Été De to cart. $123.18, new condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 2016 by Springer.