Web1 de set. de 2015 · Variable selection for high-dimensional generalized linear models with the weighted elastic-net procedure September 2015 Journal of Applied Statistics 43(5):1-14 Web25 de abr. de 2024 · Model average receives much attention in recent years. This paper considers the semiparametric model averaging for high-dimensional longitudinal data. To minimize the prediction error, the authors estimate the model weights using a leave-subject-out cross-validation procedure. Asymptotic optimality of the proposed method is proved …
Transfer Learning Under High-Dimensional Generalized Linear …
WebA Non-Asymptotic Moreau Envelope Theory for High-Dimensional Generalized Linear Models. Part of Advances in Neural Information Processing Systems 35 (NeurIPS 2024) … WebThis article proposes a bootstrap-assisted procedure to conduct simultaneous inference for high-dimensional sparse linear models based on the recent desparsifying Lasso estimator. Our procedure allows the dimension of the parameter vector of interest to be exponentially larger than sample size, and it automatically accounts for the dependence … how many octaves are on a piano
Transfer Learning under High-dimensional Generalized Linear Models ...
http://www-stat.wharton.upenn.edu/~tcai/paper/Transfer-Learning-GLM.pdf WebGeneralized linear model; High-dimensional inference; Matrix uncertainty selector; Measurement error; Sparse estimation; Acknowledgments. The authors would like to … WebAbstract. In this paper, we propose a sparse generalized linear model incorporating graphical structure among predictors (sGLMg), which is an extension of [37] where they exploit the structure information among predictors to improve the performance for the linear regression. There is an explicit expression between the coefficient and the ... how big is a square yard in feet