This book gives a comprehensive and systematic account of high-dimensional data analysis, including variable selection via regularization methods and sure independent feature screening methods. Offering more details on the topics than similar books, it is a valuable reference for researchers involved with model selection, variable selection, machine learning, and risk management. The book can also be used as a text for graduate and senior undergraduate students.
Publisher: Taylor & Francis Inc
Number of pages: 600
Dimensions: 235 x 156 mm