Chapman & Hall/CRC Monographs on Statistics and Applied Probability

1 total work

Statistical Learning with Sparsity

by Trevor Hastie, Robert Tibshirani, and Martin Wainwright

Published 7 May 2015

Discover New Methods for Dealing with High-Dimensional DataA 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 recover the underl