Modern Statistical Methods

This document was uploaded by one of our users. The uploader already confirmed that they had the permission to publish it. If you are author/publisher or own the copyright of this documents, please report to us by using this DMCA report form.

Simply click on the Download Book button.

Yes, Book downloads on Ebookily are 100% Free.

Sometimes the book is free on Amazon As well, so go ahead and hit "Search on Amazon"

Author(s): R. D. Shah, ed. Dexter Chua
Series: Cambridge Mathematical Tripos Part III Lecture Notes
Publisher: University of Cambridge
Year: 2017

Language: English
City: Cambridge
Tags: maths; mathematics; math; advanced; college; university; higher; further; pure; applied; probability; statistics; stats; stat

Introduction
Classical statistics
Kernel machines
Ridge regression
v-fold cross-validation
The kernel trick
Making predictions
Other kernel machines
Large-scale kernel machines
The Lasso and beyond
The Lasso estimator
Basic concentration inequalities
Convex analysis and optimization theory
Properties of Lasso solutions
Variable selection
Computation of Lasso solutions
Extensions of the Lasso
Graphical modelling
Conditional independence graphs
Structural equation modelling
The PC algorithm
High-dimensional inference
Multiple testing
Inference in high-dimensional regression
Index