Beyond support in two-stage variable selection

Numerous variable selection methods rely on a two-stage procedure, where a sparsity-inducing penalty is used in the first stage to predict the support, which is then conveyed to the second stage for estimation or inference purposes. In this framework, the first stage screens variables to find a set...

Ausführliche Beschreibung

Bibliographische Detailangaben

Veröffentlicht in:	Statistics and computing 2017, Vol.27 (1), p.169-179
Hauptverfasser:	Bécu, Jean-Michel, Grandvalet, Yves, Ambroise, Christophe, Dalmasso, Cyril
Format:	Artikel
Sprache:	eng
Schlagworte:	Artificial Intelligence Inference Machine Learning Mathematics and Statistics Methodology Probability and Statistics in Computer Science Screens Statistical Theory and Methods Statistics Statistics and Computing/Statistics Programs Variables
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!