Tuning parameter calibration for personalized prediction in medicine
DOI10.1214/21-EJS1884zbMATH Open1498.62221MaRDI QIDQ2074293FDOQ2074293
Authors: Shih-Ting Huang, Yannick Düren, Kristoffer H. Hellton, Johannes Lederer 
Publication date: 9 February 2022
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-15/issue-2/Tuning-parameter-calibration-for-personalized-prediction-in-medicine/10.1214/21-EJS1884.full
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regularizationridge regressionpersonalized medicinehigh-dimensional estimationEuclidean distance ridgetuning parameter calibration
Applications of statistics to biology and medical sciences; meta analysis (62P10) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)
Cites Work
- Statistics for high-dimensional data. Methods, theory and applications.
- Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Statistical significance in high-dimensional linear models
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- Title not available (Why is that?)
- Estimation in high-dimensional linear models with deterministic design matrices
- High-dimensional inference for personalized treatment decision
- On the prediction performance of the Lasso
- How Correlations Influence Lasso Prediction
- A Practical Scheme and Fast Algorithm to Tune the Lasso With Optimality Guarantees
- Oracle inequalities for high-dimensional prediction
- Tuning-free ridge estimators for high-dimensional generalized linear models
Cited In (1)
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