Quasi-regression with shrinkage (Q1873015): Difference between revisions
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Latest revision as of 10:24, 30 July 2024
scientific article
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English | Quasi-regression with shrinkage |
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Quasi-regression with shrinkage (English)
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19 May 2003
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This paper presents a new version of quasi-regression, a method of Monte Carlo approximation useful for global sensitivity analysis, incorporating shrinkage parameters of the type used in wavelet approximation. Section~2 presents the notation for quasi-regression with shrinkage. The tensor product bases studied are described in Section~3. Some elementary properties of the method are recorded in Section~4. Section~5 presents a numerical example in which a black box function from machine learning representing the output of a neural network is approximated. Finally, Section~6 presents conclusions.
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computer experiments
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global sensitivity analysis
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machine learning
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wavelets
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Monte Carlo method
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quasi-regression
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tensor product bases
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numerical example
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neural network
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