Prediction-based regularization using data augmented regression

DOI10.1007/s11222-010-9220-1zbMath1322.62188OpenAlexW2143805747MaRDI QIDQ746200

Saharon Rosset, Giles Hooker

Publication date: 16 October 2015

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-010-9220-1

zbMATH Keywords

regularizationextrapolationregressionmachine learningnearest-neighbor

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Bayesian inference (62F15)

Uses Software

• R

Cites Work

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