On regularization of generalized maximum entropy for linear models

DOI10.1007/S00500-021-05805-2MaRDI QIDQ2100166zbMATH OpenOpenAlexFDO

Authors Paravee Maneejuk

Publication date 21 November 2022

Published in Soft Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00500-021-05805-2

zbMATH Keywords

entropyregularizationridge regressionLasso regressiongeneralized maximum entropyregularized generalized maximum entropy

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• scientific article; zbMATH DE number 5957408 (Why is no real title available?)
• scientific article; zbMATH DE number 1082203 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• A Mathematical Theory of Communication
• A weighted generalized maximum entropy estimator with a data-driven weight
• Bayesian lasso regression
• Comparison of maximum entropy and higher-order entropy estimators.
• Information Theory and Statistical Mechanics
• Maximum entropy density estimation with generalized regularization and an application to species distribution modeling
• Possible generalization of Boltzmann-Gibbs statistics.
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Ridge regression and generalized maximum entropy: an improved version of the ridge-GME parameter estimator
• The data-constrained generalized maximum entropy estimator of the GLM: asymptotic theory and inference
• The generalized maximum Tsallis entropy estimators and applications to the Portland cement dataset

Cited in

(8)

• Computational method for jackknifed generalized ridge tuning parameter based on generalized maximum entropy
• Regularization with maximum entropy and quantum electrodynamics: the MERG(E) estimators
• Max-linear regression models with regularization
• Maximum Entropy Distribution Estimation with Generalized Regularization
• Generalized information theoretical approach to panel regression kink model
• High-order generalized maximum entropy estimator in kink regression model
• Novel approaches to entropic regularization
• Simultaneous Equation Model based on the generalized maximum entropy for studying the effect of management factors on enterprise performance

Describes a project that uses

Uses Software

• glmnet

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