Estimation and testing under sparsity: École d'Été de probabilités de saint-flour xlv – 2015
Auteur :
van de Geer, Sara
Éditeur :
Springer International Publishing AG
ISBN :
9783319327730
Date de publication :
29 juin 2016
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
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.