Statistical Learning with Sparsity

Statistical Learning with Sparsity
f-A_CQAAQBAJ
367
By:"Trevor Hastie","Robert Tibshirani","Martin Wainwright"
"Business & Economics"
Published on 2015-05-07 by CRC Press

This book shows how the sparsity assumption allows us to tackle these problems and extract useful and reproducible patterns from big datasets.

READ NOW

Discover New Methods for Dealing with High-Dimensional Data A sparse statistical model has only a small number of nonzero parameters or weights; therefore, it is much easier to estimate and interpret than a dense model. Statistical Learning with Sparsity: The Lasso and Generalizations presents methods that exploit sparsity to help recover the underlying signal in a set of data. Top experts in this rapidly evolving field, the authors describe the lasso for linear regression and a simple coordinate descent algorithm for its computation. They discuss the application of l1 penalties to generalized linear models and support vector machines, cover generalized penalties such as the elastic net and group lasso, and review numerical methods for optimization. They also present statistical inference methods for fitted (lasso) models, including the bootstrap, Bayesian methods, and recently developed approaches. In addition, the book examines matrix decomposition, sparse multivariate analysis, graphical models, and compressed sensing. It concludes with a survey of theoretical results for the lasso. In this age of big data, the number of features measured on a person or object can be large and might be larger than the number of observations. This book shows how the sparsity assumption allows us to tackle these problems and extract useful and reproducible patterns from big datasets. Data analysts, computer scientists, and theorists will appreciate this thorough and up-to-date treatment of sparse statistical modeling.

This Book was ranked 39 by Google Books for keyword statistics pdf.

The book is written in enfor NOT_MATURE

Read Ebook Now
false
true

Printed Version of this book available in
BOOK

Availability of Ebook version is true,"listPrice": {"amount": 89.95,"currencyCode": "USD"in falseor true

Public Domain Status false

Rating by

SAMPLE

false

To Get More Statistics Ebooks Click Here