May 2015
Intermediate to advanced
367 pages
12h 7m
English
Content preview from Statistical Learning with Sparsity
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Statistical Learning
with Sparsity
The Lasso and
Generalizations
Statistical Learning with Sparsity
Trevor Hastie
Robert Tibshirani
Martin Wainwright
Hastie • Tibshirani • Wainwright
Monographs on Statistics and Applied Probability 143
143
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 Generaliza-
tions presents methods that exploit sparsity to help recover the underlying
signal in a set of data.
Top experts in this rapidly evolving eld, the authors describe the lasso for
linear regression ...
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