The application of regularisation to variable selection in statistical modelling

DOI10.1016/J.CAM.2021.113884MaRDI QIDQ2059638zbMATH OpenOpenAlexFDO

Authors Joab R. Winkler, Marilena Mitrouli, Christos Koukouvinos

Publication date 14 December 2021

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2021.113884

zbMATH Keywords

Lassocondition numberdiscrete Picard conditionregularisation errorridge regression (Tikhonov regularisation)

Mathematics Subject Classification ID

General nonlinear regression (62J02) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Ill-posedness and regularization problems in numerical linear algebra (65F22)

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Cites work

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• 10.1162/153244303322753670
• Analysis of Discrete Ill-Posed Problems by Means of the L-Curve
• Condition estimation for regression and feature selection
• Deblurring Images
• Efficient estimates in regression models with highly correlated covariates
• Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
• Practical Approximate Solutions to Linear Operator Equations When the Data are Noisy
• Regularization and Variable Selection Via the Elastic Net
• Regularization tools version 4.0 for matlab 7.3
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation

Cited in

(6)

• Approximation of the Tikhonov regularization parameter through Aitken's extrapolation
• Numerical properties of solutions of LASSO regression
• An augmented Lagrangian approach for cardinality constrained minimization applied to variable selection problems
• Restoration of the product consumption rate with integral cubic smoothing spline, study of the best smoothing parameter choice
• Analysis and implications of a negative parameter in Tikhonov regularisation
• Regularization and Variable Selection Via the Elastic Net

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