Hastie T., Tibshirani R., Wainwright M. Statistical Learning with Sparsity: The Lasso and Generalizations

University of California at Berkeley, 2016. — 361 p.The Lasso for Linear Models.
Generalized Linear Models.
Generalizations of the Lasso Penalty.
Optimization Methods.
Statistical Inference.
Matrix Decompositions, Approximations, and Completion.
Sparse Multivariate Methods.
Graphs and Model Selection.
Signal Approximation and Compressed Sensing.
Theoretical Results for the Lasso.Note: this is the corrected version of the book "Statistical Learning with Sparsity: The Lasso and Generalizations" (CRC Press, 2015)True PDF (A5 format)