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Found 1 from your keywords: author=GEER, Sara van de
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Estimation and Testing Under Sparsity École d'Été de Probabilités de Sai…
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GEER, Sara van de

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 m…

Edition
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ISBN/ISSN
978-3-319-32774-7
Collation
XIII, 274
Series Title
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Call Number
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