Statistical Learning with Sparsity: The Lasso and Generalizations by Trevor Hastie, Martin Wainwright, Robert Tibshirani (Hardback, 2015)

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Top experts in this rapidly evolving field, the authors describe the lasso for linear regression and a simple coordinate descent algorithm for its computation. In addition, the book examines matrix decomposition, sparse multivariate analysis, graphical models, and compressed sensing.
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