Penalized least-squares estimation for regression coefficients in high-dimensional partially linear modelsHuey-Fan NiJournal of Statistical Planning and Inference
网络最小二乘条件;惩罚最小二乘 网络释义 1. 最小二乘条件 ...odel) 一般的相加模型可表示为 这里 惩罚性的最小二乘条件(penalized least-squares): 可以用使penalized least-squares最优 … doc.mbalib.com|基于 1 个网页 2. 惩罚最小二乘
Function-on-Function regressionMinimax convergence ratePenalized least squaresRepresenter theoremReproducing kernel Hilbert spaceMany scientific studies collect data where the response and predictor variables are both functions of time, location, or some other covariate. Understanding the relationship between ...
Nonconcave penalized least squaresSCAD penaltySingle index modelVariable selectionThe single index model is a useful regression model. In this paper, we propose a nonconcave penalized least squares method to estimate both the parameters and the link function of the single index model. Compared to ...
We consider the problem of feature selection in linear regression model with p covariates and n observations. We propose a new method to simultaneously sel
We study the asymptotics in L2 for complexity penalized least squares regression for the discrete approximation of finite-dimensional signals on continuous domains—e.g., images—by piecewise smooth functions. We introduce a fairly general setting, which comprises most of the presently popular partitions...
A solution to the problem of separation in logistic regression The phenomenon of separation or monotone likelihood is observed in the fitting process of a logistic model if the likelihood converges while at least one p... G Heinze∗;†,M Schemper - 《Statistics in Medicine》 被引量: 1519...
We propose a novel method to model nonlinear regression problems by adapting the principle of penalization to Partial Least Squares (PLS). Starting with a generalized additive model, we expand the additive component of each variable in terms of a generous amount of B-Splines basis functions. In ...
Penalized least squares estimation using the Orthogonalizing EM (OEM) algorithm machine-learning cran mcp lasso variable-selection scad r-package oem group-lasso penalized-regression oem-algorithm Updated Aug 8, 2024 C++ doccstat / fastcpd Star 20 Code Issues Pull requests FAST Change Point...
TechnischeUniversit¨atM¨unchen Abstract Westudytheasymptoticsforjump-penalizedleastsquaresregressionaimingatapprox- imatingaregressionfunctionbypiecewiseconstantfunctions.Besidesconventionalcon- sistencyandconvergenceratesoftheestimatesinL 2 ([0,1))ourresultscoverothermetrics likeSkorokhodmetriconthespaceofc`adl`ag...