Statistical Learning with Sparsity: The Lasso and Generalizations

by Trevor Hastie, Robert Tibshirani, Martin Wainwright

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 The Lasso and Generalizations presents methods that exploit sparsity to help recover the underl

368 pages, Kindle Edition

First published May 7, 2015