Statistical Learning with Sparsity:
The Lasso and Generalizations
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 descibes the important ideas in these areas in a common conceptual framework.
Authors: Trevor Hastie, Robert Tibshirani, Martin Wainwright.
Chapman & Hall/CRC Monographs on Statistics & Applied Probability