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...

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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.
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