Scaled sparse linear regression

Scaled sparse linear regression jointly estimates the regression coefficients and noise level in a linear model. It chooses an equilibrium with a sparse regression method by iteratively estimating the noise level via the mean residual square and scaling the penalty in proportion to the estimated noi...

Ausführliche Beschreibung

Gespeichert in:

Bibliographische Detailangaben
Veröffentlicht in:	Biometrika 2012-12, Vol.99 (4), p.879-898
Hauptverfasser:	SUN, TINGNI, ZHANG, CUN-HUI
Format:	Artikel
Sprache:	eng
Schlagworte:	Algorithms Applications Biology, psychology, social sciences Error bounds Estimating techniques Estimation bias Estimation methods Estimators Exact sciences and technology General topics Iterative methods Linear inference, regression Linear regression Mathematical functions Mathematics Maximum likelihood estimation Maximum likelihood estimators Minimax Noise control Numerical analysis Numerical analysis. Scientific computation Numerical linear algebra Oracles Probability and statistics Regression analysis Regression coefficients Sciences and techniques of general use Statistics Studies
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Schreiben Sie den ersten Kommentar!