Free Book Download: Statistical Learning with Sparsity: The Lasso and Generalizations

We witness an explosion of Big Data in finance, biology, medicine, marketing, and other fields. This book describes the important statistical ideas for learning from large and sparse data in a common conceptual framework.

During the past decade 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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Authors: Trevor Hastie, Robert Tibshirani, Martin Wainwright.

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Table of Contents

  1. Introduction
  2. The Lasso for Linear Models
  3. Generalized Linear Models
  4. Generalizations of the Lasso Penalty
  5. Optimization Methods
  6. Statistical Inference
  7. Matrix Decompositions, Approximations, and Completion
  8. Sparse Multivariate Methods
  9. Graphs and Model Selection
  10. Signal Approximation and Compressed Sensing
  11. Theoretical Results for the Lasso

Trevor Hastie is the John A. Overdeck Professor of Statistics at Stanford University. Prior to joining Stanford University, Professor Hastie worked at AT&T Bell Laboratories, where he helped develop the statistical modeling environment popular in the R computing system. Professor Hastie is known for his research in applied statistics, particularly in the fields of data mining, bioinformatics, and machine learning. He has published five books and over 180 research articles in these areas. In 2014, he received the Emanuel and Carol Parzen Prize for Statistical Innovation. He earned a PhD from Stanford University.

Robert Tibshirani is a professor in the Departments of Statistics and Health Research and Policy at Stanford University. He has authored five books, co-authored three books, and published over 200 research articles. He has made important contributions to the analysis of complex datasets, including the lasso and significance analysis of microarrays (SAM). He also co-authored the first study that linked cell phone usage with car accidents, a widely cited article that has played a role in the introduction of legislation that restricts the use of phones while driving. Professor Tibshirani was a recipient of the prestigious COPSS Presidents’ Award in 1996 and was elected to the National Academy of Sciences in 2012.

Martin Wainwright is a professor in the Department of Statistics and the Department of Electrical Engineering and Computer Sciences at the University of California, Berkeley. Professor Wainwright is known for theoretical and methodological research at the interface between statistics and computation, with particular emphasis on high-dimensional statistics, machine learning, graphical models, and information theory. He has published over 80 papers and one book in these areas, received the COPSS Presidents’ Award in 2014, and was a section lecturer at the International Congress of Mathematicians in 2014. He received PhD in EECS from the Massachusetts Institute of Technology (MIT).