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Estimation and Testing Under Sparsity: École d'Été de Probabilités de Saint-Flour XLV - 2015 by Sara Van de Geer

Estimation and Testing Under Sparsity: École d'Été de Probabilités de Saint-Flour XLV - 2015

Sara Van de Geer

274 pages missing pub info (editions)

nonfiction computer science mathematics medium-paced
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Description

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...

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