搜索结果: 31-38 共查到“知识库 管理学 variable selection”相关记录38条 . 查询时间(0.159 秒)
Admissible, consistent multiple testing with applications including variable selection
backward method exponential family forward method step-down procedures step-up procedures
2009/9/16
For multivariate normal models and some exponential family models a multiple testing stepwise method is offered that is both admissible and consistent. The method is readily adaptable to selecting var...
This paper explores the following question: what kind of statistical
guarantees can be given when doing variable selection in highdimensional
models? In particular, we look at the error rates and
p...
ASSESSMENT OF INFLUENCE OF INDIVIDUAL OBSERVATIONS ON PREDICTION MEAN SQUARE ERRORS IN VARIABLE SELECTION PROBLEMS
Cook's distance influence measure influential observation Mallows'CP statistic regression diagnostics sensitivity analysis
2009/3/10
A new influence measure is proposed to assess the influence of individual observations on prediction mean square errors (PMSE) in variable selection problems. It is based on the estimated PMSE which c...
A KNOWLEDGE-BASED VARIABLE SELECTION METHOD FOR BOX-COX TRANSFORMATION
Regression analysis Box-Cox transformation variable selection j-th best subset problem variable classification meaningful subset practically best regression equation intellectual statistical system OEPP
2009/3/10
In actual applications of regression analysis, users face two difficult problems. One is to find the most appropriate functional form, while the other is to search for the best subset derivable from a...
Sparse partial least squares for on-line variable selection in multivariate data streams
Sparse partial least squares on-line variable selection multivariate data streams
2010/3/18
In this paper we propose a computationally efficient algorithm for on-line variable
selection in multivariate regression problems involving high dimensional data streams.
The algorithm recursively e...
Bayesian projection approaches to variable selection and exploring model uncertainty
Bayesian variable selection Kullback-Leibler projection lasso non-negative garotte preconditioning
2010/3/17
A Bayesian approach to variable selection which is based on the expected Kullback-
Leibler divergence between the full model and its projection onto a submodel has
recently been suggested in the lit...
Variable Selection and Model Averaging in Semiparametric Overdispersed Generalized Linear Models
Bayesian analysis Double exponential family Hierarchical priors Variance estimation
2010/4/30
Flexibly modeling the response variance in regression is important for efficient parameter
estimation, correct inference, and for understanding the sources of variability in
the response. Our articl...
Variable Selection Incorporating Prior Constraint Information into Lasso
lasso linear models prior constraint information sample information variableselection
2010/4/29
We propose the variable selection procedure incorporating prior constraint information into
lasso. The proposed procedure combines the sample and prior information, and selects significant variables ...