On regularization of generalized maximum entropy for linear models

DOI10.1007/s00500-021-05805-2zbMath1498.62018OpenAlexW3159156447MaRDI QIDQ2100166

Paravee Maneejuk

Publication date: 21 November 2022

Published in: Soft Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00500-021-05805-2

zbMATH Keywords

entropyregularizationridge regressiongeneralized maximum entropyLasso regressionregularized generalized maximum entropy

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Statistical aspects of information-theoretic topics (62B10)

Uses Software

• glmnet

Cites Work

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• A Mathematical Theory of Communication
• The data-constrained generalized maximum entropy estimator of the GLM: asymptotic theory and inference
• A weighted generalized maximum entropy estimator with a data-driven weight
• Comparison of maximum entropy and higher-order entropy estimators.
• Possible generalization of Boltzmann-Gibbs statistics.
• Information Theory and Statistical Mechanics
• Bayesian lasso regression
• Ridge Regression and Generalized Maximum Entropy: An improved version of the Ridge–GME parameter estimator
• The generalized maximum Tsallis entropy estimators and applications to the Portland cement dataset
• Ridge Regression: Biased Estimation for Nonorthogonal Problems

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