Variable selection for varying-coefficient models with the sparse regularization

Hidetoshi Matsui; Toshihiro Misumi

doi:10.1007/s00180-014-0520-3

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Variable selection for varying-coefficient models with the sparse regularization

Hidetoshi Matsui Toshihiro Misumi

Year: 2014 Journal: Computational Statistics Vol: 30 (1)Pages: 43-55 Publisher: Springer Science+Business Media

DOI: 10.1007/s00180-014-0520-3

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Keywords:

Regularization (linguistics) Elastic net regularization Coordinate descent Monte Carlo method Applied mathematics Mathematics Feature selection Model selection Mathematical optimization Computer science Algorithm Artificial intelligence Statistics

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Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Control Systems and Identification

Physical Sciences → Engineering → Control and Systems Engineering

Statistical Methods and Bayesian Inference

Physical Sciences → Mathematics → Statistics and Probability

Variable selection for varying-coefficient models with the sparse regularization

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