We discuss the concepts of sparsity and regularization in linear regression, graphical models, and
principal-component analysis. We then turn to tuning-parameter calibration. We follow the book
"Fundamentals of High-Dimensional Statistics: With Exercises and R Labs”, J. Lederer, Springer, 2022.
- Kursleiter/in: Pegah Golestaneh
- Kursleiter/in: Johannes Christof Lederer
- Kursleiter/in: Birgit Tormöhlen
Semester: SoSe 2024