Amazon.com: Statistical Learning with Sparsity: The Lasso and Generalizations (Chapman & Hall/CRC Monographs on Statistics and Applied Probability) (9781498712163): Trevor Hastie, Robert Tibshirani, Martin Wainwright: Gateway

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The authors study and analyze methods using the sparsity property of some statistical models in order to recover the underlying signal in a dataset. They focus on the Lasso technique as an alternative to the standard least-squares method.