Estimation and Testing Under Sparsity : École d'Été de Probabilités de Saint-Flour XLV – 2015 /
Taking the Lasso method as its starting point, this book describes the main ingredients needed to study general loss functions and sparsity-inducing regularizers. It also provides a semi-parametric approach to establishing confidence intervals and tests. Sparsity-inducing methods have proven to be v...
Springer International Publishing : Imprint: Springer,
|Series:||Lecture Notes in Mathematics,
|Online Access:||Online version|
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