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Sequential Learning of Regression Models by Penalized Estimation - MaRDI portal

Sequential Learning of Regression Models by Penalized Estimation (Q5057097)

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scientific article; zbMATH DE number 7633216
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Sequential Learning of Regression Models by Penalized Estimation
scientific article; zbMATH DE number 7633216

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    Sequential Learning of Regression Models by Penalized Estimation (English)
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    15 December 2022
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    aymptotic unbiasedness
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    consistency
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    constrained cross-validation
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    generalized linear model
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    targeted ridge \((\ell_2)\) penalty
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    updating
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