New PDF release: Estimation and Testing Under Sparsity: École d'Été de

By Sara van de Geer

Taking the Lasso approach as its start line, this ebook describes the most materials had to research basic loss services and sparsity-inducing regularizers. It additionally presents a semi-parametric method of developing self assurance durations and checks. Sparsity-inducing equipment have confirmed to be very necessary within the research of high-dimensional information. Examples contain the Lasso and crew Lasso equipment, and the least squares strategy with different norm-penalties, comparable to the nuclear norm. The illustrations supplied comprise generalized linear versions, density estimation, matrix of entirety and sparse relevant elements. each one bankruptcy ends with an issue part. The e-book can be utilized as a textbook for a graduate or PhD course.

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Estimation and Testing Under Sparsity: École d'Été de Probabilités de Saint-Flour XLV – 2015 (Lecture Notes in Mathematics) by Sara van de Geer


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