Chapman and Hall/Crc Monographs on Statistics and Applied Probability Ser.: Statistical Learning with Sparsity by Trevor Hastie, Martin Wainwright and Robert Tibshirani (2020, Trade Paperback)
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In addition the book examines matrix decomposition sparse multivariate analysis graphical models and compressed sensing. Title: Statistical Learning with Sparsity: The Lasso and Generalizations (Monographs on Statistics and Applied Probability).