搜索结果: 91-105 共查到“知识库 统计学 selection”相关记录133条 . 查询时间(0.074 秒)
Nonparametric Bayesian model selection and averaging
Adaptation rate of convergence Bayes factor rate of contraction
2009/9/16
We consider nonparametric Bayesian estimation of a probability density p based on a random sample of size n from this density using a hierarchical prior. The prior consists, for instance, of prior wei...
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...
Model selection by resampling penalization
Non-parametric statistics resampling exchangeable weighted bootstrap model selection penalization non-parametric regression
2009/9/16
In this paper, a new family of resampling-based penalization procedures for model selection is defined in a general framework. It generalizes several methods, including Efron's bootstrap penalization ...
Thresholding-based iterative selection procedures for model selection and shrinkage
Sparsity nonconvex penalties thresholding model selection & shrinkage lasso ridge SCAD
2009/9/16
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 $l_1$-constraint ...
General oracle inequalities for model selection
general oracle inequalities model selection
2009/9/16
Model selection is often performed by empirical risk minimization. The quality of selection in a given situation can be assessed by risk bounds, which require assumptions both on the margin and the ta...
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...
Feature selection in omics prediction problems using cat scores and false non-discovery rate control
Feature selection omics prediction problems cat scores false non-discovery rate control
2010/3/18
We revisit the problem of feature selection in linear discriminant analysis (LDA),
i.e. when features are correlated. First, we introduce a pooled centroids formulation
of the multi-class LDA predic...
High-dimensional Gaussian model selection on a Gaussian design
High-dimensional Gaussian model selection Gaussian design
2010/4/30
High-dimensional Gaussian model selection on a Gaussian design。
Sampling Formulae for Symmetric Selection
Ewens sampling formula partition structure symmetric selection homozygosity
2009/4/27
We study partition distributions in a population genetics model incorporating symmetric selection and mutation. They generalize Ewens distributions in the infinitely-many-neutral-alleles model, an exp...
Gaussian model selection with an unknown variance
Model selection penalized criterion AIC FPE BIC AMDL variable selection change-points detection adaptive estimation
2010/4/26
Let Y be a Gaussian vector whose components are independent
with a common unknown variance. We consider the problem of estimating
the mean μ of Y by model selection. More precisely, we start
with a...
Statistical methods for cosmological parameter selection and estimation
Statistical methods cosmological parameter selection estimation
2010/3/19
The estimation of cosmological parameters from precision observables is an important indus-
try with crucial ramifications for particle physics. This article discusses the statistical methods
presen...
Martingale selection problem and asset pricing in finite discrete time
Martingale selection problem asset pricing finite discrete time
2009/3/23
Given a set-valued stochastic process (Vt)t=0,...,T, we say that the martingale selection problem is solvable if there exists an adapted sequence of selectors ξt in Vt, admitting an equivalent marting...
Reconciling Model Selection and Prediction
AIC BIC Consistency Contiguity Local alternative Minimax-rate optimality
2010/3/18
It is known that there is a dichotomy in the performance of model selectors.
Those that are consistent (having the “oracle property”) do not achieve the
asymptotic minimax rate for prediction error....
Context tree selection and linguistic rhythm retrieval from written texts
Context tree selection linguistic rhythm retrieval written texts
2010/3/18
We introduce a new criterion to select in a consistent way the probabilistic
context tree generating a sample. The basic idea is to construct a totally ordered
set of candidate trees. This set is co...
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...