[Book]Statistical Learning with Sparsity: The Lasso and Generalizations


Statistical Learning with Sparsity: The Lasso and Generalizations
By Trevor Hastie, Robert Tibshirani, Martin Wainwright

During the past decade there has been an explosion in computation and information technology. With it has come vast amounts of data in a variety of fields such as medicine, biology, finance, and marketing. This book describes the important ideas in these areas in a common conceptual framework.

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