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检索条件"主题词=LARS algorithm"
7 条 记 录,以下是1-10 订阅
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larsEN-ELM: Selective ensemble of extreme learning machines using lars for blended data
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NEUROCOMPUTING 2015年 第PartA期149卷 285-294页
作者: Han, Bo He, Bo Nian, Rui Ma, Mengmeng Zhang, Shujing Li, Minghui Lendasse, Amaury Ocean Univ China Sch Informat & Engn Qingdao 266000 Shandong Peoples R China Univ Strathclyde Ctr Ultrason Engn Glasgow GI 1XW Lanark Scotland Univ Iowa Dept Mech & Ind Engn Iowa City IA 52242 USA Univ Iowa Iowa Informat Initiat Seamans Ctr 3131 Iowa City IA 52242 USA Arcada Univ Appl Sci Helsinki Finland
Extreme learning machine (ELM) as a neural network algorithm has shown its good performance, such as fast speed, simple structure etc, but also, weak robustness is an unavoidable defect in original ELM for blended dat... 详细信息
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How Correlations Influence Lasso Prediction
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IEEE TRANSACTIONS ON INFORMATION THEORY 2013年 第3期59卷 1846-1854页
作者: Hebiri, Mohamed Lederer, Johannes Univ Paris Est Marne La Vallee F-77454 Champs Sur Marne France Swiss Fed Inst Technol CH-8006 Zurich Switzerland
We study how correlations in the design matrix influence Lasso prediction. First, we argue that the higher the correlations, the smaller the optimal tuning parameter. This implies in particular that the standard tunin... 详细信息
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Efficient empirical Bayes variable selection and estimation in linear models
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JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION 2005年 第472期100卷 1215-1225页
作者: Yuan, M Lin, Y Georgia Inst Technol Sch Ind & Syst Engn Atlanta GA 30332 USA Univ Wisconsin Dept Stat Madison WI 53706 USA
We propose an empirical Bayes method for variable selection and coefficient estimation in linear regression models. The method is based on a particular hierarchical Bayes formulation, and the empirical Bayes estimator... 详细信息
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On the "degrees of freedom" of the lasso
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ANNALS OF STATISTICS 2007年 第5期35卷 2173-2192页
作者: Zou, Hui Hastie, Trevor Tibshirani, Robert Univ Minnesota Sch Stat Minneapolis MN 55455 USA Stanford Univ Dept Stat Stanford CA 94305 USA
We study the effective degrees of freedom of the lasso in the framework of Stein's unbiased risk estimation (SURE). We show that the number of nonzero coefficients is an unbiased estimate for the degrees of freedo... 详细信息
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The statistical and economic relevance of out-of-sample forecasts of implied volatility surfaces of equity options
The statistical and economic relevance of out-of-sample fore...
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作者: E. N. van Bruggen Erasmus University Rotterdam
学位级别:硕士
The implied volatility surface (IVS) is a mapping of implied volatilities of options as a function of the moneyness and time-to-maturity. Capturing and forecasting the dynamics of these surface can contribute to tradi... 详细信息
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Secure Statistical Analysis on Vertically Distributed Databases
Secure Statistical Analysis on Vertically Distributed Databa...
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作者: Samizo, Yuji PennState University Libraries
学位级别:Master of Science
Integrating multiple databases that are distributed among different data owners can be beneficial in numerous contexts of statistical analysis. Unfortunately, the actual sharing of data is often impeded by concerns ab... 详细信息
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Regularization and variable selection via the elastic net (vol B 67, pg 301, 2005)
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JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY 2005年 第2期67卷 768-768页
作者: Zou, H Hastie, T Stanford Univ Dept Stat Stanford CA 94305 USA
We propose the elastic net, a new regularization and variable selection method. Real world data and a simulation study show that the elastic net often outperforms the lasso, while enjoying a similar sparsity of repres... 详细信息
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