"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 recov…
This book 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.
Advanced undergraduates and graduate students of electrical, chemical, mechanical, and environmental engineering will appreciate this text for a course in systems identification. In addition to the theoretical basis for mathematical modeling, it covers a variety of tried-and-tru…
Partial least squares structural equation modelling (PLS-SEM) is becoming a popular statistical framework in many fields and disciplines of the social sciences. The main reason for this popularity is that PLS-SEM can be used to estimate models including latent variables, observe…