Estimation and Testing Under Sparsity: École d'Été de Probabilités de Saint-Flour XLV – 2015: 2159 - Brossura

Van De Geer, Sara

 
9783319327730: Estimation and Testing Under Sparsity: École d'Été de Probabilités de Saint-Flour XLV – 2015: 2159
Brossura
ISBN 10: 3319327739 ISBN 13: 9783319327730
Casa editrice: Springer, 2016

Sinossi

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.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Dalla quarta di copertina

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.


Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Editore
Springer
Data di pubblicazione
2016
Lingua
Inglese
ISBN 10 
3319327739
ISBN 13 
9783319327730
Rilegatura
Copertina flessibile
Numero edizione
1
Numero di pagine
292
Contatto del produttore
ProductSafety@springernature.com
ProductSafety@springernature.com

Poststr. 9
Darmstadt
64293
Germania

Altre edizioni note dello stesso titolo

9783319327754: Estimation and Testing Under Sparsity: École d'Été de Probabilités de Saint-Flour XLV - 2015

Edizione in evidenza

ISBN 10:  3319327755 ISBN 13:  9783319327754
Casa editrice: Springer, 2016
Brossura