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*Discover New Methods for Dealing with High-Dimensional Data*

A sparse statistical model has only a small number of nonzero parameters or weights; therefore, it is much easier to estimate and interpret than a dense model.

**Statistical Learning with Sparsity: The Lasso and Generalizations**presents methods that exploit sparsity to help recover the underlying signal in a set of data.

Top experts in this rapidly evolving field, the authors describe the lasso for linear regression and a simple coordinate descent algorithm for its computation. They discuss the... more