Estimation and Testing Under Sparsi - E-book

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Estimation And Testing Under Sparsity - ENG

Ã‰cole DÃ‰tÃ© De ProbabilitÃ©s De Saint-flour Xlv â€“ 2015

Sara van de Geer

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Sinopsis

ISBN:	9783319327747
Formato:	ePub
Idioma:	Inglés
Editorial:	Springer Nature
Tema:	Matemáticas
Subtema:	Probabilidad y estadística general
Año de publicación:	2016-06-28

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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