We study the effective degrees of freedom of the lasso in the framework of Stein's unbiased risk estimation (SURE). We show that the number of nonzero coefficients is an unbiased estimate for the degrees of freedom of the lasso-a conclusion that requires no special assumption on the predictor...
Note that the degrees of freedom for the lasso correspond to the expected number of non-zero estimates (Zou, Hastie, & Tibshirani, 2007); a simple unbiased estimator of the degrees of freedom is the number of estimated non-zero coefficients (Bühlmann & Van De Geer, 2011). We follow the...
(1) represents the degrees of freedom of the chi-square distribution and also represents the number of lag periods assumed in the ARCH test. Table 6. ARCH test of index yield series. IndexF-statisticProb. FObs. ∗ R-squaredProb. chi-square (1) All Share Brokerage Index 12.4252 0.0005...
Below is an illustration that shows the degrees of freedom: The entire thing is computer controlled, and built to be easy to use. “Easy” starts with the fact that there is a single power plug (so the cameras get their power from the system automatically), that the system has a built...
25.THE SOLUTION PATH OF THE GENERALIZED LASSO 机译:广义LASSO的解决途径 作者:RYAN J. TIBSHIRANI;JONATHAN TAYLOR 期刊名称:《European Physical Journal, H. Historical Perspectives on Contemporary Physics》 | 2011年第4期 关键词: Lasso; path algorithm; Lagrange dual; LARS; degrees of freedom; 26...
{\widetilde{{\mathcal {X}}}_i(t) = \sum a_{ij} B_j(t)\), where \(a_{ij}\) is sampled from a chi-square distribution with two degrees of freedom, and \(B_j(t)\) represents the B-spline basis functions, consistent with the approach used in the generation of outlier-free ...
Next, we present a girth-maximizing algorithm that optimizes the degrees of freedom within the family of codes to yield a high-girth HQC LDPC code, subject to bounds imposed by the fact that HQC codes are still quasi-cyclic. Finally, we discuss how certain characteristics of ...
(Fig.1box 10). Chi-squared tests were measured atp < 0.05, and data from these tests can be found in Tables8,9,10,11,12,13,14,15in the Appendix.Footnote1Because all our chi-squared tests were associated with degrees of freedom larger than one, a statistically significant chi-...
We present the Python package CELL, which provides a modular approach to the cluster expansion (CE) method. CELL can treat a wide variety of substitutional systems, including one-, two-, and three-dimensional alloys, in a general multi-component and mult
We study the effective degrees of freedom of the lasso in the framework of Stein's unbiased risk estimation (SURE). We show that the number of nonzero coefficients is an unbiased estimate for the degrees of freedom of the lasso—a conclusion that requires no special assumption on the ...