منابع مشابه
Research Article On Solving Lq -Penalized Regressions
Lq-penalized regression arises in multidimensional statistical modelling where all or part of the regression coefficients are penalized to achieve both accuracy and parsimony of statistical models. There is often substantial computational difficulty except for the quadratic penalty case. The difficulty is partly due to the nonsmoothness of the objective function inherited from the use of the ab...
متن کاملEstimating penalized spline regressions: Theory and application to economics
In this paper we give a brief survey of penalized spline smoothing. Penalized spline smoothing is a general non-parametric estimation technique which allows to fit smooth but else unspecified functions to empirical data. While penalized spline regressions are quite popular in natural sciences only few applications can be found in economics. We present an example demonstrating how this non-param...
متن کاملGini's Multiple Regressions Gini's Multiple Regressions
Two regression methods can be interpreted as based on Gini's mean difference (GMD). One relies on a weighted average of slopes defined between adjacent observations and the other is based on minimization of the GMD of the errors. The properties of the former approach are investigated in a multiple regression framework. These estimators have representations that resemble the OLS estimators, and ...
متن کاملOn lq estimation of sparse inverse covariance
Recently, major attention has been given to penalized log-likelihood estimators for sparse precision (inverse covariance) matrices. The penalty is responsible for inducing sparsity, and a very common choice is the convex l1 norm. However, it is not always the case that the best estimator is achieved with this penalty. So, to improve sparsity and reduce biases associated with the l1 norm, one mu...
متن کاملOn LQ-control of magnetic bearing
Abstract--Control theory gives very few examples of control systems for which the closed-form solution to the LinearQuadratic (LQ) optimization problem exists. This paper describes two such systems of 2nd and 4th order concerning magnetic bearings and gives the closed-form solutions to the LQ-problems. The controller obtained provides the LQoptimal bearing forces and minimizes copper losses in ...
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ژورنال
عنوان ژورنال: Journal of Applied Mathematics and Decision Sciences
سال: 2007
ISSN: 1173-9126,1532-7612
DOI: 10.1155/2007/24053