Penalization-induced shrinking without rotation in high dimensional GLM regression: a cavity analysis

DOI10.1088/1751-8121/aca4abOpenAlexW4309759334MaRDI QIDQ5878730

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Publication date: 22 February 2023

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2209.04270

zbMATH Keywords

cavity methodhigh dimensional regressionshrinking for bias removal

Mathematics Subject Classification ID

Statistics (62-XX) Geophysics (86-XX)

Uses Software

• R
• rms

Cites Work

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