Condition estimation for regression and feature selection

DOI10.1016/j.cam.2019.03.041zbMath1436.62317OpenAlexW2935642499WikidataQ128140702 ScholiaQ128140702MaRDI QIDQ1989165

Marilena Mitrouli, Winkler, Joab R.

Publication date: 24 April 2020

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: http://eprints.whiterose.ac.uk/145647/1/WinklerMitrouli.pdf

zbMATH Keywords

regressioncondition estimationfeature selectionTikhonov regularisation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12) General nonlinear regression (62J02)

Related Items (1)

The application of regularisation to variable selection in statistical modelling

Uses Software

• glmnet
• ElemStatLearn
• PMTK

Cites Work

• The discrete Picard condition for discrete ill-posed problems
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• Deblurring Images
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Regularization and Variable Selection Via the Elastic Net
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