Trevor Hastie, Stanford University, USA, Rob Tibshirani, Stanford University, USA, Martin Wainwright, University of California, Berkeley, USA
xv, 351 pages :
illustrations (some color) ;
25 cm
Chapman & Hall/CRC monographs on statistics & applied probability ;
143
"A Chapman & Hall book."
Includes bibliographical references and indexes
Introduction -- The lasso for linear models -- Generalized linear models -- Generalizations of the lasso penalty -- Optimization methods -- Statistical inference -- Matrix decompositions, approximations, and completion -- Sparse multivariate methods -- Graphs and model selection -- Signal approximation and compressed sensing -- Theoretical results for the lasso