Bøger af Sara van de Geer

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.

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.