搜索结果: 1-2 共查到“应用数学 Variable selection”相关记录2条 . 查询时间(0.046 秒)
SLOPE – Adaptive Variable Selection via Convex Optimization
Sparse regression variable selection false discovery rate lasso sorted `1 penalized estimation (SLOPE)
2015/6/17
We introduce a new estimator for the vector of coefficients β in the linear model y = Xβ +z, where X has dimensions n × p with p possibly larger than n. SLOPE, short for Sorted L-One Penalized Estimat...
Bayes and empirical-Bayes multiplicity adjustment in the variable-selection problem
Bayes and empirical-Bayes multiplicity adjustment variable-selection problem
2010/11/15
This paper studies the multiplicity-correction effect of standard Bayesian variable-selection priors in linear regression. Our first goal is to clarify when, and how, multiplicity correction happens a...