Fundamentals of high-dimensional statistics with exercises and R labs

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1. Verfasser: Lederer, Johannes 1984- (VerfasserIn)
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Sprache:English
Veröffentlicht: Cham Springer [2022]
Schriftenreihe:Springer texts in statistics
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Datensatz im Suchindex

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adam_text XIII Contents 1 Introduction........................................................................................................ 1.1 Embracing High-Dimensionality..................................... 1.2 1.3 1.4 1.5 Statistical Limitations of Classical Estimators................................................................... 1.6 1.7 Exercises.................................................................................................................................. R Lab: Least-Squares vs. Ridge Estimation........................................................................ 19 25 1.8 Notes and References........................................................................................................... 34 2 Incorporating Prior Information......................................................................................... Regularization for Increasing the Numerical Stability*................................... Outlook................................................................................................................................... Linear Regression......................... ;........ 1 2 5 10 13 18 37 38 41 45 48 53 63 71 77 2.1 2.2 Overview.................................................. 2.3 Post-Processing Methods..................................................................................................... 2.4 2.5 2.6 2.7 2.8 Hôlder Inequality*................ . .................................................................................. 3 Graphical Models.......................................................................... 81 3.1 Overview................................................................................................................................ 82 3.2 3.3 Gaussian Graphical Models............................................ 85 87 3.4 3.5 3.6 Neighborhood Selection..................................................................................................... 91 Exercises.................................................................................................................................. 95 R Lab: Estimating a Gene-Gene Coactivation Network................................................. 98 3.7 Notes and References........................................................................................................... 1°7 4 Tuning-Parameter Calibration............................... 1θ9 4.1 Overview................................................................................................................................ 4.2 4.3 4.4 Bounds on the Lasso s Effective Noise............................................................................... HO 113 HO 1շ1 4.5 Exercises.................................................................................................................................. 127 Sparsity-Inducing Prior Functions..................................................................................... Optimality Conditions*........................................................................................................ Exercises............................................................... R Lab: Overfitting.................................................................................................................. Notes and References................................................................................................... —· Maximum Regularized Likelihood Estimation............................................................ Cross-Validation................... . ............................................................................................... Adaptive Validation............................................................................................................. XIV Contents 46 R Lab: Cross-Validation.................................................................................................. 4.7 Notes and References.................................................................................................... 5 Inference............................................................................................................ 5.1 5.2 One-Step Estimators..................................................................................................... Confidence Intervals..................................................................................................... 5.3 5.4 5.5 Exercises......................................................................................................................... R Lab: Confidence Intervals in Low and High Dimensions........................................... 157 Notes and References.................................................................................................... 166 6 Theory I: Prediction........................................................................................... 169 6.1 6.2 6.3 6.4 Overview........................................................................................................................ Basic Inequalities........................................................................................................... Prediction Guarantees................................................................................................... Prediction Guarantees for Sparse and Weakly Correlated Models.............................. 170 175 182 192 6.5 6.6 Exercises.......................................................................................................................... 204 Notes and References..................................................................................................... 208 7 Theory 11: Estimation and Support Recovery................................................. 211 7.1 7.2 7.3 7.4 7.5 7.6 Overview......................................................................................................................... Estimation Guarantees in tL·Ioss.................................................................................... Estimation Guarantees in Հ-Խտտ.................................................................................... Support Recovery Guarantees........................................................................................ Exercises........................................................................................................................... Notes and References..................................................................................................... 212 213 218 231 235 237 A Supplementary Information............................................................................ 239 Solutions................................................................................................................ 240 A.l A.2 A.3 A.4 A.5 A.6 A.7 Solutions for ► Chap. 1 ................................................................................................... Solutions for ► Chap. 2.................................................................................................... Solutions for ► Chap. 3.................................................................................................... Solutions for ► Chap. 4.................................................................................................... Solutions for ► Chap. 5.......................................................................................... Solutions for ► Chap. 6................................................................................. Solutions for ► Chap. 7............................... ................................................................... 240 257 271 2g5 2gg 295 300 В Mathematical Background.................................................................. 3θ9 B.1 B.2 Analysis............................................................................................................................. 3og Matrix Algebra ........................................................................ 131 135 139 140 146 153 Bibliography.................................................................... ........... „„ Index............................ ............... ........................................................................................ 345
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institution BVB
isbn 9783030737917
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language English
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physical XIV, 355 Seiten Diagramme
publishDate 2022
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series2 Springer texts in statistics
spellingShingle Lederer, Johannes 1984-
Fundamentals of high-dimensional statistics with exercises and R labs
Statistical Theory and Methods
Big Data
Data Structures and Information Theory
Artificial Intelligence
Statistics and Computing/Statistics Programs
Machine Learning
Statistics 
Big data
Data structures (Computer science)
Artificial intelligence
Machine learning
title Fundamentals of high-dimensional statistics with exercises and R labs
title_auth Fundamentals of high-dimensional statistics with exercises and R labs
title_exact_search Fundamentals of high-dimensional statistics with exercises and R labs
title_full Fundamentals of high-dimensional statistics with exercises and R labs Johannes Lederer
title_fullStr Fundamentals of high-dimensional statistics with exercises and R labs Johannes Lederer
title_full_unstemmed Fundamentals of high-dimensional statistics with exercises and R labs Johannes Lederer
title_short Fundamentals of high-dimensional statistics
title_sort fundamentals of high dimensional statistics with exercises and r labs
title_sub with exercises and R labs
topic Statistical Theory and Methods
Big Data
Data Structures and Information Theory
Artificial Intelligence
Statistics and Computing/Statistics Programs
Machine Learning
Statistics 
Big data
Data structures (Computer science)
Artificial intelligence
Machine learning
topic_facet Statistical Theory and Methods
Big Data
Data Structures and Information Theory
Artificial Intelligence
Statistics and Computing/Statistics Programs
Machine Learning
Statistics 
Big data
Data structures (Computer science)
Artificial intelligence
Machine learning
url http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=033026971&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
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