搜索结果: 1-7 共查到“理论统计学 Shrinkage”相关记录7条 . 查询时间(0.066 秒)
Multivariate Regression Shrinkage and Selection by Canonical Correlation Analysis
Adaptive Lasso Canonical Correlation Analysis Multivariate Regression
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2016/1/25
The problem of regression shrinkage and selection for multivariate regression is considered. The goal is to consistently identify those variables relevant for regression. This is done not only for pre...
A General Iterative Shrinkage and Thresholding Algorithm for Non-convex Regularized Optimization Problems
A General Iterative Shrinkage Thresholding Algorithm Non-convex Regularized Optimization Problems
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2013/5/2
Non-convex sparsity-inducing penalties have recently received considerable attentions in sparse learning. Recent theoretical investigations have demonstrated their superiority over the convex counterp...
Margins, Shrinkage, and Boosting
Margins Shrinkage Boosting
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2013/5/2
This manuscript shows that AdaBoost and its immediate variants can produce approximate maximum margin classifiers simply by scaling step size choices with a fixed small constant. In this way, when the...
Shrinkage estimators for prediction out-of-sample: Conditional performance
James-Stein estimator rando mmatrix theory random design
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2012/11/22
We find that, in a linear model, the James-Stein estimator, which dominates the maximum-likelihood estimator in terms of its in-sample prediction error, can perform poorly compared to the maximum-like...
Geometric sensitivity of random matrix results: consequences for shrinkage estimators of covariance and related statistical methods
random matrix related statistical shrinkage estimators
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2011/6/16
Shrinkage estimators of covariance are an important tool in modern applied and theoretical statistics.
They play a key role in regularized estimation problems, such as ridge regression (aka Tykhonov
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A Class of Shrinkage Estimators for Variance of a Normal Population
Shrinkage Estimators Variance a Normal Population
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2009/9/17
A Class of Shrinkage Estimators for Variance of a Normal Population。
Bayesian shrinkage prediction for the regression problem
Bayesian prediction shrinkage estimation Normal regression superharmonic function minimaxity Kullback-Leibler divergence
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2010/4/26
We consider Bayesian shrinkage predictions for the Normal regression problem
under the frequentist Kullback-Leibler risk function.
Firstly, we consider the multivariate Normal model with an unknown ...