Lecture

Sparse Regression

In course

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Description

This lecture covers the concept of sparse regression, focusing on the MAP estimator, regularization, and the use of Gaussian additive noise. The instructor explains the notation and examples of sparse regression, emphasizing the importance of regularization techniques.

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Instructor

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Official source

https://mediaspace.epfl.ch/media/0_duj391p5

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Ontological neighbourhood

Statistics

Data analysis: Cross-validation, Regression analysis

Information engineering

Signal processing: Digital image processing

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