Chapter 8 Complex data

(Optional topic)

8.1 Data in the big data era

8.2 Useful methods

8.2.1 Penalized regression

• Motivation
• Loss function
• Ridge (\(\ell_2\)-penalty)
• Lasso (\(\ell_1\)-penalty)
• Other penalties

8.2.2 Model selection

• Motivation
• Stepwise selection
• Cross-validation

8.2.3 Other

• Dimension reduction
• False discovery rate
• Nonparametric models