Statistics for High-Dimensional Data
Modern statistics deals with large and complex data sets, and consequently with models containing a large number of parameters. This book presents a detailed account of recently developed approaches, such as the Lasso and boosting methods. It also provides the mathematical theory behind them, proving their great potential in a large number of settings. Both the methods and theory are then illustrated with real data examples.
Read More ↓Title Statements
- Full title :Statistics for High-Dimensional Data.
Summary
Modern statistics deals with large and complex data sets, and consequently with models containing a large number of parameters. This book presents a detailed account of recently developed approaches, such as the Lasso and boosting methods. It also provides the mathematical theory behind them, proving their great potential in a large number of settings. Both the methods and theory are then illustrated with real data examples.
Read More ↓Edition Statements
- Publication Date:2011.
Publication Statements
- Publisher(s):Springer Berlin Heidelberg
- Place of Publication:Berlin, Heidelberg
- Language:eng
- Publication Date:2011.
The Physical Object
- Description:1 online resource (567 pages).
Edition Identifiers
- ISBN:3642201911, 9783642201912
- DOI:10.1007/978-3-642-20192-9
- oclc:ocn990407383
- LC Classification:QA276
- Dewey Decimal:519.5
Table of Contents
Statistics for High-Dimensional Data; Preface; Contents; Chapter 1 Introduction; Chapter 2 Lasso for linear models; Chapter 3 Generalized linear models and the Lasso; Chapter 4 The group Lasso; Chapter 5 Additive models and many smooth univariate functions; Chapter 6 Theory for the Lasso; Chapter 7 Variable selection with the Lasso; Chapter 8 Theory for l1 / l2penalty procedures; Chapter 9 Non-convex loss functions and l1regularization; Chapter 10 Stable solutions; Chapter 11 P-values for linear models and beyond; Chapter 12 Boosting and greedy algorithms; Chapter 13 Graphical modeling.
Chapter 14 Probability and moment inequalitiesAuthor Index; Index; References.
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