Estimation and Testing Under Sparsity

Sara van de Geer

Springer International Publishing AG, 2016

73,25 €On orderDelivery: 2-3 weeks

Taking the Lasso method as its starting point, this book describes the main ingredients needed to study general loss functions and sparsity-inducing regularizers. Examples include the Lasso and group Lasso methods, and the least squares method with other norm-penalties, such as the nuclear norm.

ISBN-13
9783319327730
ISBN-10
3319327739
Publisher
Springer International Publishing AG
Year
2016
Publication date
2016-06-29
Pages
274
Dimensions
234x154x21
Weight
436