Author : Peter Bühlmann,Sara van de Geer
Publisher : Springer Science & Business Media
Page : 558 pages
File Size : 48,5 Mb
Release : 2011-06-08
Category : Mathematics
ISBN : 9783642201929
Statistics for High-Dimensional Data by Peter Bühlmann,Sara van de Geer Pdf
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.