منابع مشابه
Rule-Enhanced Penalized Regression by Column Generation using Rectangular Maximum Agreement
We describe a procedure enhancingL1-penalized regression by adding dynamically generated rules describing multidimensional “box” sets. Our rule-adding procedure is based on the classical column generation method for highdimensional linear programming. The pricing problem for our column generation procedure reduces to the NP-hard rectangular maximum agreement (RMA) problem of finding a box that ...
متن کاملBootstrap Enhanced Penalized Regression for Variable Selection with Neuroimaging Data
Recent advances in fMRI research highlight the use of multivariate methods for examining whole-brain connectivity. Complementary data-driven methods are needed for determining the subset of predictors related to individual differences. Although commonly used for this purpose, ordinary least squares (OLS) regression may not be ideal due to multi-collinearity and over-fitting issues. Penalized re...
متن کاملPenalized Estimators in Cox Regression Model
The proportional hazard Cox regression models play a key role in analyzing censored survival data. We use penalized methods in high dimensional scenarios to achieve more efficient models. This article reviews the penalized Cox regression for some frequently used penalty functions. Analysis of medical data namely ”mgus2” confirms the penalized Cox regression performs better than the cox regressi...
متن کاملPenalized wavelet monotone regression
In this paper we focus on nonparametric estimation of a constrained regression function using penalized wavelet regression techniques. This results into a convex optimization problem under linear constraints. Necessary and sufficient conditions for existence of a unique solution are discussed. The estimator is easily obtained via the dual formulation of the optimization problem. In particular w...
متن کاملMultidimensional Penalized Signal Regression
We propose a general approach to regression on digitized multidimensional signals that can pose severe challenges to standard statistical methods. The main contribution of this work is to build a two-dimensional coefficient surface that allows for interaction across the indexing plane of the regressor array. We aim to use the estimated coefficient surface for reliable (scalar) prediction. We as...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: INFORMS Journal on Optimization
سال: 2019
ISSN: 2575-1484,2575-1492
DOI: 10.1287/ijoo.2019.0015