Statistics for high-dimensional data: methods, theory and applications

by Bühlmann, Peter

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Title Statements

Full title :Statistics for high-dimensional data : methods, theory and applications / Peter Bühlmann, Sara van de Geer.

Edition Statements

Publication Date:c2011.

Publication Statements

Publisher(s):Springer
Place of Publication:Heidelberg
Language:eng
Publication Date:c2011.

The Physical Object

Description:1 online resource (xvii, 556 p. :) : ill. (some col.).

Edition Identifiers

ISBN:9783642201912, 3642201911
oclc:on1162694766

Introduction -- Lasso for linear models -- Generalized linear models and the Lasso -- The group Lasso -- Additive models and many smooth univariate functions -- Theory for the Lasso -- Variable selection with the Lasso -- Theory for l₁/l₂-penalty procedures -- Non-convex loss functions and l₁-regulation -- Stable solutions -- P-values for linear models and beyond -- Boosting and greedy algorithms -- Graphical modeling -- Probabililty and moment inequalities.

Subjects

Fonctions de lissage Least absolute deviations (Statistics) Linear models (Statistics) Mathematical statistics Moindres valeurs absolues Nonconvex programming Programmation non convexe Smoothness of functions