Can I read Estimation and Testing Under Sparsity: École d'Été de Probabilités de Saint-Flour XLV – 2015 (Lecture Notes in Mathematics Book 2159) on EtoBox?

Estimation and Testing Under Sparsity: École d'Été de Probabilités de Saint-Flour XLV – 2015 (Lecture Notes in Mathematics Book 2159) by Sara van de Geer (auth.) is a nonfiction available to read on EtoBox.

What is Estimation and Testing Under Sparsity: École d'Été de Probabilités de Saint-Flour XLV – 2015 (Lecture Notes in Mathematics Book 2159) about?

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. Erscheinungsdatum: 29.06.2016

Who reads Estimation and Testing Under Sparsity: École d'Été de Probabilités de Saint-Flour XLV – 2015 (Lecture Notes in Mathematics Book 2159)?

Author

Sara van de Geer (auth.)

Publisher

Springer International Publishing : Imprint : Springer

Published

2016

Language

EN

ISBN

9783319327730

Category

nonfiction

Subjects

Mathematics, Computer Science, Science