Thresholding-based iterative selection procedures for model selection and shrinkage
نویسندگان
چکیده
منابع مشابه
Thresholding-based Iterative Selection Procedures for Model Selection and Shrinkage
This paper discusses a class of thresholding-based iterative selection procedures (TISP) for model selection and shrinkage. People have long before noticed the weakness of the convex l1-constraint (or the softthresholding) in wavelets and have designed many different forms of nonconvex penalties to increase model sparsity and accuracy. But for a nonorthogonal regression matrix, there is great d...
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ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2009
ISSN: 1935-7524
DOI: 10.1214/08-ejs348