نتایج جستجو برای: روش lasso

تعداد نتایج: 374083  

2014
Jasdeep Pannu

We consider the problem of selecting functional variables using the L1 regularization in a functional linear regression model with a scalar response and functional predictors in the presence of outliers. Since the LASSO is a special case of the penalized least squares regression with L1-penalty function it suffers from the heavy-tailed errors and/or outliers in data. Recently, the LAD regressio...

2006
Yuwon Kim Jinseog Kim Yongdai Kim YUWON KIM JINSEOG KIM YONGDAI KIM

Yuan an Lin (2004) proposed the grouped LASSO, which achieves shrinkage and selection simultaneously, as LASSO does, but works on blocks of covariates. That is, the grouped LASSO provides a model where some blocks of regression coefficients are exactly zero. The grouped LASSO is useful when there are meaningful blocks of covariates such as polynomial regression and dummy variables from categori...

Journal: :Computational Statistics & Data Analysis 2007
Nicolai Meinshausen

The Lasso is an attractive regularisation method for high dimensional regression. It combines variable selection with an efficient computational procedure. However, the rate of convergence of the Lasso is slow for some sparse high dimensional data, where the number of predictor variables is growing fast with the number of observations. Moreover, many noise variables are selected if the estimato...

انتخاب متغیر، یکی از مراحل مهم در مدل­سازی آماری است. برای این منظور، معمولاً از روش­هایی نظیر حذف پسرو استفاده می­شود. از آنجایی که در این روش­ها دو مرحله ی برآورد مدل و انتخاب متغیر به طور جداگانه صورت می­گیرد، نتیجه­ی حاصل بی­ثبات خواهد بود. به همین دلیل اخیراً گروه دیگری از روش­های انتخاب متغیر به نام روش­های انقباضی مطرح شده­اند که در این بین، LASSO از محبوبیت ویژه­ای برخوردار است. در این تح...

2015
Saber Fallahpour S. Ejaz Ahmed

In this paper, we consider improved estimation strategies for the parameter vector in multiple regression models with first-order random coefficient autoregressive errors (RCAR(1)). We propose a shrinkage estimation strategy and implement variable selection methods such as lasso and adaptive lasso strategies. The simulation results reveal that the shrinkage estimators perform better than both l...

Background and Objectives: Constant monitoring of healthcare organizations’ performance is an integral part of informed health policy-making. Several hospital performance assessment methods have been proposed in the literature. Pabon Lasso Model offers a fast and convenient method for comparative evaluation of hospital performance. This study aimed to evaluate the relative performance of hospit...

Journal: :The Annals of Applied Statistics 2011

2008
JIAN HUANG

We consider an iterated Lasso approach for variable selection and estimation in sparse, high-dimensional logistic regression models. In this approach, we use the Lasso (Tibshirani 1996) to obtain an initial estimator and reduce the dimension of the model. We then use the Lasso as the initial estimator in the adaptive Lasso (Zou 2006) to obtain the final selection and estimation results. We prov...

2010
Mehmet Caner

Adaptive lasso is a weighted `1 penalization method for simultaneous estimation and model selection. It has oracle properties of asymptotic normality with optimal convergence rate and model selection consistency. Instrumental variable selection has become the focus of much research in areas of application for which datasets with both strong and weak instruments are available. This paper develop...

Journal: :CoRR 2016
Eugène Ndiaye Olivier Fercoq Alexandre Gramfort Vincent Leclère Joseph Salmon

In high dimensional settings, sparse structures are crucial for efficiency, both in term of memory, computation and performance. It is customary to consider `1 penalty to enforce sparsity in such scenarios. Sparsity enforcing methods, the Lasso being a canonical example, are popular candidates to address high dimension. For efficiency, they rely on tuning a parameter trading data fitting versus...

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