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CRC2017, Statistical Learning for High-Dimensional Data Jianqing Fan, Runze Li

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    2016-3-19 06:18
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    发表于 2016-3-24 19:40:16 | 显示全部楼层 |阅读模式
    Statistical Learning for High-Dimensional Data
    Jianqing Fan, Runze Li, Cun-Hui Zhang, Hui Zou
    新书预告,目前还无PDF
    Features

    Provides theoretical insights and justification of the statistical procedures for the analysis of high-dimensional data
    Presents a general framework of regularization methods
    Covers feature screening for ultrahigh-dimensional data
    Describes large-scale covariance estimation
    Summary

    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.

    https://www.crcpress.com/Statistical-Learning-for-High-Dimensional-Data/Fan-Li-Zhang-Zou/9781466510845

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