Peter Bühlmann, Sara van de Geer, "Statistics for High-Dimensional Data: Methods, Theory and Applications"
English | 2011 | ISBN: 3642201911, 3642268579 | 576 pages | True PDF | 5.5 MB
English | 2011 | ISBN: 3642201911, 3642268579 | 576 pages | True PDF | 5.5 MB
Modern statistics deals with large and complex data sets, and consequently with models containing a large number of parameters. This book presents a detailed account of recently developed approaches, including the Lasso and versions of it for various models, boosting methods, undirected graphical modeling, and procedures controlling false positive selections.
A special characteristic of the book is that it contains comprehensive mathematical theory on high-dimensional statistics combined with methodology, algorithms and illustrations with real data examples. This in-depth approach highlights the methods’ great potential and practical applicability in a variety of settings. As such, it is a valuable resource for researchers, graduate students and experts in statistics, applied mathematics and computer science.