图 书 馆
加模型非负绞喉，使用P-样条Nonnegative garrote in additive models using P-splines |
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| 课程网址: | http://videolectures.net/sip08_verhasselt_ngiam/ |
| 主讲教师: | Anneleen Verhasselt |
| 开课单位: | 鲁汶大学 |
| 开课时间: | 2008-12-18 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | The nonnegative garrote method was proposed as a variable selection method by Breiman (1995). In this talk we consider additive modeling and apply the nonnegative garrote method for selecting among the d independent variables. For initial estimation of the d unknown univariate functions, we use P-splines estimation (Eilers & Marx (1996)) and backfitting is applied to deal with the additive modeling. We compare the pro- posed method involving P-splines with some other methods for additive models. The finite sample performance of the procedure is investigated via a simulation study and an illustration with real data is provided. |
| 关 键 词: | 计算机科学; 数学; 数据统计 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2020-06-09：邬启凡(课程编辑志愿者) |
| 阅读次数: | 74 |