Selection by partitioning the solution paths

DOI10.1214/18-ejs1434zbMath1454.62086arXiv1606.07358OpenAlexW2963650343WikidataQ129683770 ScholiaQ129683770MaRDI QIDQ114375

Peng Wang, Yang Liu, Yang Liu, Peng Wang

Publication date: 1 January 2018

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

Full work available at URL: https://arxiv.org/abs/1606.07358

zbMATH Keywords

cross-validationtuningLassopenalized likelihoodsolution pathsAIC/BICvariable/feature selection

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Statistical ranking and selection procedures (62F07) Fuzziness, and linear inference and regression (62J86)

Related Items

SPSP

Uses Software

• glasso

Cites Work

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