Sparse additive models

We present a new class of methods for high dimensional non-parametric regression and classification called sparse additive models. Our methods combine ideas from sparse linear modelling and additive non-parametric regression. We derive an algorithm for fitting the models that is practical and effect...

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Veröffentlicht in:	Journal of the Royal Statistical Society. Series B, Statistical methodology Statistical methodology, 2009-11, Vol.71 (5), p.1009-1030
Hauptverfasser:	Ravikumar, Pradeep, Lafferty, John, Liu, Han, Wasserman, Larry
Format:	Artikel
Sprache:	eng
Schlagworte:	Additive models Algorithms Component functions Covariance Data smoothing Estimators Exact sciences and technology General topics Hierarchies Lasso Linear inference, regression Linear models Linear programming Linear regression Mathematics Matrices Multivariate analysis Non-parametric regression Nonparametric models Probability and statistics Regression analysis Sampling theory, sample surveys Sciences and techniques of general use Sparsity Statistical analysis Statistical methods Statistics Studies Threshing Truncation
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