Randomized maximum-contrast selection: subagging for large-scale regression

DOI10.1214/15-EJS1085zbMath1333.62175arXiv1306.3494OpenAlexW1685295223MaRDI QIDQ5965320

Jelena Bradic

Publication date: 3 March 2016

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1306.3494

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Nonparametric statistical resampling methods (62G09)

Related Items (3)

Semi-Standard Partial Covariance Variable Selection When Irrepresentable Conditions Fail ⋮ Sampling Lasso quantile regression for large-scale data ⋮ A MOM-based ensemble method for robustness, subsampling and hyperparameter tuning

Uses Software

• Bolasso

Cites Work

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