Estimation and testing under sparsity École d'été de probabilités de Saint-Flour XLV -- 2015 /
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 v...
Main Author: | Geer, S. A. van de |
---|---|
Other Authors: | SpringerLink (Online service), Ecole d'été de probabilités de Saint-Flour |
Format: | eBook |
Language: | English |
Published: |
Switzerland :
Springer,
2016.
|
Physical Description: |
1 online resource (xiii, 274 pages). |
Series: |
Lecture notes in mathematics (Springer-Verlag) ;
2159. Lecture notes in mathematics (Springer-Verlag). École d'été de probabilités de Saint-Flour. |
Subjects: |
CMU Electronic Access
Electronic Resource Click HereLocation | Call Number: | Status |
---|---|---|
CMU Electronic Access | Available |