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.
PROBABILISTIC MATHEMATICS Editorial Board Z. Ghahramani (Department of Engineering, University of Cambridge) R. Gill (Mathematical ... Shurong Zheng and Zhidong Bai Mathematical Foundations of Infinite-Dimensional Statistical Models, ...
Praise for the first edition: "[This book] succeeds singularly at providing a structured introduction to this active field of research. ... it is arguably the most accessible overview yet published of the mathematical ideas and principles ...
The book covers the theory and practice of high-dimensional linear regression, graphical models, and inference, ensuring readers have a smooth start in the field. It also offers suggestions for further reading.
This book features research contributions from The Abel Symposium on Statistical Analysis for High Dimensional Data, held in Nyvågar, Lofoten, Norway, in May 2014.
Networks and Chaos—Statistical and Probabilistic Aspects O.E. Barndorff-Nielsen, J.L. Jensen and W.S. Kendall (1993) ... their Statistical Inference B.L.S. Prakasa Rao (1999) Statistical Aspects of BSE and vCJD—Models for Epidemics C.A. ...
The models tend to assume that the importance of the analysis belongs to the majority class and this is not usually the truth • The analysis of complex diseases such as cancer are focused on more-than-one dimensional omic data • The ...
High-dimensional probability offers insight into the behavior of random vectors, random matrices, random subspaces, and objects used to quantify uncertainty in high dimensions.
With code available online, this is an ideal textbook for senior and graduate students in computer science, data science, and electrical engineering, as well as for those taking courses on sparsity, low-dimensional structures, and high ...
This modern approach integrates classical and contemporary methods, fusing theory and practice and bridging the gap to statistical learning.
This book intends to examine important issues arising from high-dimensional data analysis to explore key ideas for statistical inference and prediction.