Introduction to the Special Issue on Sparsity and Regularization Methods

Abstract

Traditional statistical inference considers relatively small data sets and the corresponding theoretical analysis focuses on the asymptotic behavior of a statistical estimator when the number of samples approaches infinity. However, many data sets encountered in modern applications have dimensionality significantly larger than the number of training data available, and for such problems the classical statistical tools become inadequate. In order to analyze high-dimensional data, new statistical methodology and the corresponding theory have to be developed.