Estimation And Testing Under Sparsity
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Author | : Sara van de Geer |
Publisher | : Springer |
Total Pages | : 278 |
Release | : 2016-06-28 |
Genre | : Mathematics |
ISBN | : 3319327747 |
Taking the Lasso method as its starting point, this book describes the main ingredients needed to study general loss functions and sparsity-inducing regularizers. It also provides a semi-parametric approach to establishing confidence intervals and tests. Sparsity-inducing methods have proven to be very useful in the analysis of high-dimensional data. Examples include the Lasso and group Lasso methods, and the least squares method with other norm-penalties, such as the nuclear norm. The illustrations provided include generalized linear models, density estimation, matrix completion and sparse principal components. Each chapter ends with a problem section. The book can be used as a textbook for a graduate or PhD course.
Author | : Ben Adcock |
Publisher | : SIAM |
Total Pages | : 310 |
Release | : 2022-02-16 |
Genre | : Mathematics |
ISBN | : 161197688X |
Over seventy years ago, Richard Bellman coined the term “the curse of dimensionality” to describe phenomena and computational challenges that arise in high dimensions. These challenges, in tandem with the ubiquity of high-dimensional functions in real-world applications, have led to a lengthy, focused research effort on high-dimensional approximation—that is, the development of methods for approximating functions of many variables accurately and efficiently from data. This book provides an in-depth treatment of one of the latest installments in this long and ongoing story: sparse polynomial approximation methods. These methods have emerged as useful tools for various high-dimensional approximation tasks arising in a range of applications in computational science and engineering. It begins with a comprehensive overview of best s-term polynomial approximation theory for holomorphic, high-dimensional functions, as well as a detailed survey of applications to parametric differential equations. It then describes methods for computing sparse polynomial approximations, focusing on least squares and compressed sensing techniques. Sparse Polynomial Approximation of High-Dimensional Functions presents the first comprehensive and unified treatment of polynomial approximation techniques that can mitigate the curse of dimensionality in high-dimensional approximation, including least squares and compressed sensing. It develops main concepts in a mathematically rigorous manner, with full proofs given wherever possible, and it contains many numerical examples, each accompanied by downloadable code. The authors provide an extensive bibliography of over 350 relevant references, with an additional annotated bibliography available on the book’s companion website (www.sparse-hd-book.com). This text is aimed at graduate students, postdoctoral fellows, and researchers in mathematics, computer science, and engineering who are interested in high-dimensional polynomial approximation techniques.
Author | : Denis Belomestny |
Publisher | : Springer Nature |
Total Pages | : 603 |
Release | : 2023-07-16 |
Genre | : Mathematics |
ISBN | : 3031301145 |
This book contains contributions from the participants of the international conference “Foundations of Modern Statistics” which took place at Weierstrass Institute for Applied Analysis and Stochastics (WIAS), Berlin, during November 6–8, 2019, and at Higher School of Economics (HSE University), Moscow, during November 30, 2019. The events were organized in honor of Professor Vladimir Spokoiny on the occasion of his 60th birthday. Vladimir Spokoiny has pioneered the field of adaptive statistical inference and contributed to a variety of its applications. His more than 30 years of research in the field of mathematical statistics had a great influence on the development of the mathematical theory of statistics to its present state. It has inspired many young researchers to start their research in this exciting field of mathematics. The papers contained in this book reflect the broad field of interests of Vladimir Spokoiny: optimal rates and non-asymptotic bounds in nonparametrics, Bayes approaches from a frequentist point of view, optimization, signal processing, and statistical theory motivated by models in applied fields. Materials prepared by famous scientists contain original scientific results, which makes the publication valuable for researchers working in these fields. The book concludes by a conversation of Vladimir Spokoiny with Markus Reiβ and Enno Mammen. This interview gives some background on the life of Vladimir Spokoiny and his many scientific interests and motivations.
Author | : Marloes Maathuis |
Publisher | : CRC Press |
Total Pages | : 612 |
Release | : 2018-11-12 |
Genre | : Mathematics |
ISBN | : 0429874235 |
A graphical model is a statistical model that is represented by a graph. The factorization properties underlying graphical models facilitate tractable computation with multivariate distributions, making the models a valuable tool with a plethora of applications. Furthermore, directed graphical models allow intuitive causal interpretations and have become a cornerstone for causal inference. While there exist a number of excellent books on graphical models, the field has grown so much that individual authors can hardly cover its entire scope. Moreover, the field is interdisciplinary by nature. Through chapters by leading researchers from different areas, this handbook provides a broad and accessible overview of the state of the art. Key features: * Contributions by leading researchers from a range of disciplines * Structured in five parts, covering foundations, computational aspects, statistical inference, causal inference, and applications * Balanced coverage of concepts, theory, methods, examples, and applications * Chapters can be read mostly independently, while cross-references highlight connections The handbook is targeted at a wide audience, including graduate students, applied researchers, and experts in graphical models.
Author | : Vladimir Panov |
Publisher | : Springer |
Total Pages | : 506 |
Release | : 2017-11-21 |
Genre | : Mathematics |
ISBN | : 331965313X |
This book brings together the latest findings in the area of stochastic analysis and statistics. The individual chapters cover a wide range of topics from limit theorems, Markov processes, nonparametric methods, acturial science, population dynamics, and many others. The volume is dedicated to Valentin Konakov, head of the International Laboratory of Stochastic Analysis and its Applications on the occasion of his 70th birthday. Contributions were prepared by the participants of the international conference of the international conference “Modern problems of stochastic analysis and statistics”, held at the Higher School of Economics in Moscow from May 29 - June 2, 2016. It offers a valuable reference resource for researchers and graduate students interested in modern stochastics.
Author | : John Wright |
Publisher | : Cambridge University Press |
Total Pages | : 718 |
Release | : 2022-01-13 |
Genre | : Computers |
ISBN | : 1108805558 |
Connecting theory with practice, this systematic and rigorous introduction covers the fundamental principles, algorithms and applications of key mathematical models for high-dimensional data analysis. Comprehensive in its approach, it provides unified coverage of many different low-dimensional models and analytical techniques, including sparse and low-rank models, and both convex and non-convex formulations. Readers will learn how to develop efficient and scalable algorithms for solving real-world problems, supported by numerous examples and exercises throughout, and how to use the computational tools learnt in several application contexts. Applications presented include scientific imaging, communication, face recognition, 3D vision, and deep networks for classification. 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-dimensional data. Foreword by Emmanuel Candès.
Author | : Ben Adcock |
Publisher | : Cambridge University Press |
Total Pages | : 620 |
Release | : 2021-09-16 |
Genre | : Computers |
ISBN | : 1108383912 |
Accurate, robust and fast image reconstruction is a critical task in many scientific, industrial and medical applications. Over the last decade, image reconstruction has been revolutionized by the rise of compressive imaging. It has fundamentally changed the way modern image reconstruction is performed. This in-depth treatment of the subject commences with a practical introduction to compressive imaging, supplemented with examples and downloadable code, intended for readers without extensive background in the subject. Next, it introduces core topics in compressive imaging – including compressed sensing, wavelets and optimization – in a concise yet rigorous way, before providing a detailed treatment of the mathematics of compressive imaging. The final part is devoted to recent trends in compressive imaging: deep learning and neural networks. With an eye to the next decade of imaging research, and using both empirical and mathematical insights, it examines the potential benefits and the pitfalls of these latest approaches.
Author | : Xueqian Wang |
Publisher | : Springer Nature |
Total Pages | : 135 |
Release | : 2023-09-30 |
Genre | : Technology & Engineering |
ISBN | : 9819941172 |
The task of signal detection is deciding whether signals of interest exist by using their observed data. Furthermore, signals are reconstructed or their key parameters are estimated from the observations in the task of signal recovery. Sparsity is a natural characteristic of most of signals in practice. The fact that multiple sparse signals share the common locations of dominant coefficients is called by joint sparsity. In the context of signal processing, joint sparsity model results in higher performance of signal detection and recovery. This book focuses on the task of detecting and reconstructing signals with joint sparsity. The main contents include key methods for detection of joint sparse signals and their corresponding theoretical performance analysis, and methods for joint sparse signal recovery and their application in the context of radar imaging.
Author | : Don Harris |
Publisher | : Springer Nature |
Total Pages | : 308 |
Release | : |
Genre | : |
ISBN | : 3031607287 |
Author | : Vijayan Sugumaran |
Publisher | : Springer Nature |
Total Pages | : 970 |
Release | : 2021-04-16 |
Genre | : Technology & Engineering |
ISBN | : 3030748146 |
This book provides comprehensive coverage of the latest advances and trends in information technology, science and engineering. Specifically, it addresses a number of broad themes, including multi-modal informatics, data mining, agent-based and multi-agent systems for health and education informatics, which inspire the development of intelligent information technologies. The contributions cover a wide range of topics such as AI applications and innovations in health and education informatics; data and knowledge management; multi-modal application management; and web/social media mining for multi-modal informatics. Outlining promising future research directions, the book is a valuable resource for students, researchers and professionals, and a useful reference guide for newcomers to the field. This book is a compilation of the papers presented in the 2021 International Conference on Multi-modal Information Analytics, held in Huhehaote, China, on April 23–24, 2021.