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Estimation and Testing Under Sparsity


9783319327730 Estimation and Testing Under Sparsity
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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. Estimation and Testing Under Sparsity

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ISBN-10: 3319327739
ISBN-13: 9783319327730
Author: Geer, Sara van de /
Publisher: Springer International Publishing AG
Publication date: June 2016
Format: Paperback / softback
Language: English
Dimensions: 234 x 154 x 21 mm
Weight: 436 g Pages: 274 pages, XIII, 274 p. pages
Title: Estimation and Testing Under Sparsity










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