Sparse Estimation with Math and R

DOI10.1007/978-981-16-1446-0zbMath1470.68008OpenAlexW4239473773MaRDI QIDQ5007100

Joe Suzuki

Publication date: 25 August 2021

Full work available at URL: https://doi.org/10.1007/978-981-16-1446-0

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to computer science (68-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Learning and adaptive systems in artificial intelligence (68T05)

Related Items

Converting ADMM to a proximal gradient for efficient sparse estimation

Uses Software

• R
• Python