Bøger af Sara van de Geer

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.

This valuable compendium of statistical methods features a unique combination of methodology, theory, algorithms and applications. It covers recently developed approaches to handling large and complex data sets, including the Lasso and boosting methods.