High-dimensional generalized linear models
Web1 de jan. de 2024 · Probabilist, statistician, machine learner and financial econometrician. I have been working at both financial industry as a … WebThe problem of obtaining an optimal spline with free knots is tantamount to minimizing derivatives of a nonlinear differentiable function over a Banach space on a compact …
High-dimensional generalized linear models
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WebRobust high-dimensional generalized linear models 33 functional T(F) is sufficiently regular, a von Mises expansion (von Mises, 1947) yields T(G) ... WebWe consider high-dimensional generalized linear models with Lipschitz loss functions, and prove a nonasymptotic oracle inequality for the empirical risk minimizer with Lasso …
Web1 de out. de 2024 · In this paper, we propose to use a penalized estimator for the homogeneity detection in the high-dimensional generalized linear model (GLM), that composed of two non-convex penalties: individual sparsity and sparsity of pairwise difference. We consider a class of non-convex penalties that includes most of existing … http://www-stat.wharton.upenn.edu/~tcai/paper/html/Inference-GLM.html
Webboth linear and logistic high-dimensional regression models. 2.1 Estimation in high-dimensional regression For the high-dimensional linear model (1), a commonly used … Web20 de fev. de 2014 · We consider testing regression coefficients in high dimensional generalized linear models. An investigation of the test of Goeman et al. (2011) is …
Web15 de mai. de 2024 · Janková et al. (2024) developed the Pearson residual-based methods for goodness-of-fit testing in high-dimensional generalized linear models. They mainly focused on sparsity settings and gave a ...
WebIn this work, we study the transfer learning problem under high-dimensional generalized linear models (GLMs), which aim to improve the fit on target data by borrowing information from useful source data. Given which sources to transfer, we propose a transfer learning algorithm on GLM, ... lithium d cell batts rechargeableWeb19 de fev. de 2014 · We consider testing regression coefficients in high dimensional generalized linear models. An investigation of the test of Goeman et al. (2011) is … lithium days 2022 halleWeb10 de nov. de 2024 · Title Transfer Learning under Regularized Generalized Linear Models Version 2.0.0 Description We provide an efficient implementation for two-step multi-source transfer learning algo-rithms in high-dimensional generalized linear models (GLMs). The elastic-net penal-ized GLM with three popular families, including linear, ... impulse imageryWeb7 de ago. de 2013 · This paper studies generalized additive partial linear models with high-dimensional covariates. We are interested in which components (including parametric and nonparametric components) are nonzero. The additive nonparametric functions are approximated by polynomial splines. impulse hyperphysicsWebTony Cai, Zijian Guo, and Rong Ma. Abstract: This paper develops a unified statistical inference framework for high-dimensional binary generalized linear models (GLMs) with general link functions. Both unknown and known design distribution settings are considered. A two-step weighted bias-correction method is proposed for constructing ... lithium ddiWeb10 de abr. de 2024 · In both cases, models that are based on pairwise covariances can be used on their own or as an element in a larger model, such as a spatial generalized linear model. In this work, we are mainly concerned with using spatial information to improve the accuracy of predictions, rather than reducing bias in parameter estimates ( LeSage, 2008 ). lithium deep cycle battery adelaideWeb4 de dez. de 2024 · Vector autoregressive models characterize a variety of time series in which linear combinations of current and past observations can be used to accurately … lithium d cell 1.5v