Adaptive bridge regression modeling and selection of the tuning parameters

MaRDI QIDQ5408902zbMATH OpenFDO

Authors Shuichi Kawano

Publication date 11 April 2014

Full work available at URL https://arxiv.org/abs/1204.3130

zbMATH Keywords

adaptive penaltyBayesian approachbridge regressioninformation criterionpenalized maximum likelihood method

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07)

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(2)

• Selection of tuning parameters in bridge regression models via Bayesian information criterion
• Generalized adaptive bridge regression: a unified framework for high-dimensional architecture discovery

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