Efficient Regularization Parameter Selection Via Information Criteria

DOI10.1080/03610918.2011.639969zbMath1327.62417OpenAlexW2016333958MaRDI QIDQ5299822

Satoshi Hattori, Yuko Araki

Publication date: 21 June 2013

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2011.639969

zbMATH Keywords

nonlinear regressionB-splineregularization parametergeneralized information criterionbasis expansiongeneralized Bayesian information criterion

Mathematics Subject Classification ID

Numerical smoothing, curve fitting (65D10) Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (2)

A Bayesian approach with generalized ridge estimation for high-dimensional regression and testing ⋮ Going Off the Grid: Iterative Model Selection for Biclustered Matrix Completion

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