Estimation and testing under sparsity : École d'été de probabilités de Saint-Flour XLV -- 2015 /: École d'été de probabilités de Saint-Flour XLV -- 2015. (2016)

• Record Type: Book
• Further Information: Note: Sara van de Geer.
• Authors: Geer, S. A. van de (Sara A.)
• Other Names: Ecole d'été de probabilités de Saint-Flour, 45th
• Contents: 1 Introduction -- The Lasso -- 3 The square-root Lasso -- 4 The bias of the Lasso and worst possible sub-directions -- 5 Confidence intervals using the Lasso -- 6 Structured sparsity -- 7 General loss with norm-penalty -- 8 Empirical process theory for dual norms -- 9 Probability inequalities for matrices -- 10 Inequalities for the centred empirical risk and its derivative -- 11 The margin condition -- 12 Some worked-out examples -- 13 Brouwer's fixed point theorem and sparsity -- 14 Asymptotically linear estimators of the precision matrix -- 15 Lower bounds for sparse quadratic forms -- 16 Symmetrization, contraction and concentration -- 17 Chaining including concentration -- 18 Metric structure of convex hulls.
• Publisher Details: Switzerland : Springer
• Publication Date: 2016
• Extent: 1 online resource (xiii, 274 pages)
• Subjects: 519.5/44; Mathematics; Estimation theory; Inequalities (Mathematics); Distribution (Probability theory); Mathematical statistics; Computer science; Estimation theory; Inequalities (Mathematics); Mathematics -- Probability & Statistics -- General; Computers -- Mathematical & Statistical Software; Probability & statistics; Maths for computer scientists; Electronic books
• Languages: English
• ISBNs: 9783319327747; 3319327747
• Related ISBNs: 9783319327730; 3319327739
• Notes: Note: Includes bibliographical references and index.; Note: Online resource; title from PDF title page (SpringerLink, viewed July 8, 2016).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.