The application of regularisation to variable selection in statistical modelling

DOI10.1016/j.cam.2021.113884OpenAlexW3210579564MaRDI QIDQ2059638

Winkler, Joab R., Marilena Mitrouli, Christos Koukouvinos

Publication date: 14 December 2021

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

Full work available at URL: https://doi.org/10.1016/j.cam.2021.113884

zbMATH Keywords

condition numberLassodiscrete Picard conditionregularisation errorridge regression (Tikhonov regularisation)

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Ill-posedness and regularization problems in numerical linear algebra (65F22) General nonlinear regression (62J02)

Related Items (2)

Restoration of the product consumption rate with integral cubic smoothing spline, study of the best smoothing parameter choice ⋮ Approximation of the Tikhonov regularization parameter through Aitken's extrapolation

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• Regularization and Variable Selection Via the Elastic Net

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