From the contents:
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-regularization.- Stable solutions.- P-values for linear models and beyond.- Boosting and greedy algorithms.- Graphical modeling.- Probability and moment inequalities.- Author Index.- Index.- References.- Problems at the end of each chapter.
EAN/ISBN : 9783642201929
Publisher(s): Springer, Berlin
Discussed keywords: Statistik
Format: ePub/PDF

Author(s): Bühlmann, Peter - Geer, Sara van de