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Sara van de Geer (auth.)
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دانلود کتاب Estimation and Testing Under Sparsity: École d'Été de Probabilités de Saint-Flour XLV – 2015
by Sara van de Geer (auth.)|
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عنوان فارسی: ارزیابی و آزمایش تحت sparsity: احتمال مدرسه تابستانی سنت آرد XLV - 2015 |
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جزییات کتاب
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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