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Статті в журналах з теми "LASSO regression models"
Giurcanu, Mihai, and Brett Presnell. "Bootstrapping LASSO-type estimators in regression models." Journal of Statistical Planning and Inference 199 (March 2019): 114–25. http://dx.doi.org/10.1016/j.jspi.2018.05.007.
Повний текст джерелаLi, Bohan, and Juan Wu. "Bayesian bootstrap adaptive lasso estimators of regression models." Journal of Statistical Computation and Simulation 91, no. 8 (January 11, 2021): 1651–80. http://dx.doi.org/10.1080/00949655.2020.1865959.
Повний текст джерелаWang, Xin, Lingchen Kong, and Liqun Wang. "Estimation of Error Variance in Regularized Regression Models via Adaptive Lasso." Mathematics 10, no. 11 (June 6, 2022): 1937. http://dx.doi.org/10.3390/math10111937.
Повний текст джерелаEmmert-Streib, Frank, and Matthias Dehmer. "High-Dimensional LASSO-Based Computational Regression Models: Regularization, Shrinkage, and Selection." Machine Learning and Knowledge Extraction 1, no. 1 (January 14, 2019): 359–83. http://dx.doi.org/10.3390/make1010021.
Повний текст джерелаHonda, Toshio, Ching-Kang Ing, and Wei-Ying Wu. "Adaptively weighted group Lasso for semiparametric quantile regression models." Bernoulli 25, no. 4B (November 2019): 3311–38. http://dx.doi.org/10.3150/18-bej1091.
Повний текст джерелаAhmed, S. Ejaz, Shakhawat Hossain, and Kjell A. Doksum. "LASSO and shrinkage estimation in Weibull censored regression models." Journal of Statistical Planning and Inference 142, no. 6 (June 2012): 1273–84. http://dx.doi.org/10.1016/j.jspi.2011.12.027.
Повний текст джерелаMatsui, Hidetoshi. "Sparse group lasso for multiclass functional logistic regression models." Communications in Statistics - Simulation and Computation 48, no. 6 (February 21, 2018): 1784–97. http://dx.doi.org/10.1080/03610918.2018.1423693.
Повний текст джерелаTian, Yuzhu, Silian Shen, Ge Lu, Manlai Tang, and Maozai Tian. "Bayesian LASSO-Regularized quantile regression for linear regression models with autoregressive errors." Communications in Statistics - Simulation and Computation 48, no. 3 (December 6, 2017): 777–96. http://dx.doi.org/10.1080/03610918.2017.1397166.
Повний текст джерелаXin, Seng Jia, and Kamil Khalid. "Modelling House Price Using Ridge Regression and Lasso Regression." International Journal of Engineering & Technology 7, no. 4.30 (November 30, 2018): 498. http://dx.doi.org/10.14419/ijet.v7i4.30.22378.
Повний текст джерелаQiao, Xin, Yoshikazu Kobayashi, Kenichi Oda, and Katsuya Nakamura. "Improved Acoustic Emission Tomography Algorithm Based on Lasso Regression." Applied Sciences 12, no. 22 (November 20, 2022): 11800. http://dx.doi.org/10.3390/app122211800.
Повний текст джерелаДисертації з теми "LASSO regression models"
Patnaik, Kaushik. "Adaptive learning in lasso models." Thesis, Georgia Institute of Technology, 2015. http://hdl.handle.net/1853/54353.
Повний текст джерелаChen, Xiaohui. "Lasso-type sparse regression and high-dimensional Gaussian graphical models." Thesis, University of British Columbia, 2012. http://hdl.handle.net/2429/42271.
Повний текст джерелаOlaya, Bucaro Orlando. "Predicting risk of cyberbullying victimization using lasso regression." Thesis, Uppsala universitet, Statistiska institutionen, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-338767.
Повний текст джерелаMo, Lili. "A class of operator splitting methods for least absolute shrinkage and selection operator (LASSO) models." HKBU Institutional Repository, 2012. https://repository.hkbu.edu.hk/etd_ra/1391.
Повний текст джерелаMiller, Ryan. "Marginal false discovery rate approaches to inference on penalized regression models." Diss., University of Iowa, 2018. https://ir.uiowa.edu/etd/6474.
Повний текст джерелаMarques, Matheus Augustus Pumputis. "Análise e comparação de alguns métodos alternativos de seleção de variáveis preditoras no modelo de regressão linear." Universidade de São Paulo, 2018. http://www.teses.usp.br/teses/disponiveis/45/45133/tde-23082018-210710/.
Повний текст джерелаIn this work, some new variable selection methods that have appeared in the last 15 years in the context of linear regression are studied, specifically the LARS - Least Angle Regression, the NAMS - Noise Addition Model Selection, the False Selection Rate - FSR, the Bayesian LASSO and the Spike-and-Slab LASSO. The methodology was the analysis and comparison of the studied methods. After this study, applications to real data bases are made, as well as a simulation study, in which all methods are shown to be promising, with the Bayesian methods showing the best results.
Zhai, Jing, Chiu-Hsieh Hsu, and Z. John Daye. "Ridle for sparse regression with mandatory covariates with application to the genetic assessment of histologic grades of breast cancer." BIOMED CENTRAL LTD, 2017. http://hdl.handle.net/10150/622811.
Повний текст джерелаSong, Song. "Confidence bands in quantile regression and generalized dynamic semiparametric factor models." Doctoral thesis, Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2010. http://dx.doi.org/10.18452/16341.
Повний текст джерелаIn many applications it is necessary to know the stochastic fluctuation of the maximal deviations of the nonparametric quantile estimates, e.g. for various parametric models check. Uniform confidence bands are therefore constructed for nonparametric quantile estimates of regression functions. The first method is based on the strong approximations of the empirical process and extreme value theory. The strong uniform consistency rate is also established under general conditions. The second method is based on the bootstrap resampling method. It is proved that the bootstrap approximation provides a substantial improvement. The case of multidimensional and discrete regressor variables is dealt with using a partial linear model. A labor market analysis is provided to illustrate the method. High dimensional time series which reveal nonstationary and possibly periodic behavior occur frequently in many fields of science, e.g. macroeconomics, meteorology, medicine and financial engineering. One of the common approach is to separate the modeling of high dimensional time series to time propagation of low dimensional time series and high dimensional time invariant functions via dynamic factor analysis. We propose a two-step estimation procedure. At the first step, we detrend the time series by incorporating time basis selected by the group Lasso-type technique and choose the space basis based on smoothed functional principal component analysis. We show properties of this estimator under the dependent scenario. At the second step, we obtain the detrended low dimensional stochastic process (stationary).
Sawert, Marcus. "Predicting deliveries from suppliers : A comparison of predictive models." Thesis, Mittuniversitetet, Institutionen för informationssystem och –teknologi, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:miun:diva-39314.
Повний текст джерелаYu, Lili. "Variable selection in the general linear model for censored data." Columbus, Ohio : Ohio State University, 2007. http://rave.ohiolink.edu/etdc/view?acc%5Fnum=osu1173279515.
Повний текст джерелаКниги з теми "LASSO regression models"
Chan-Lau, Jorge A. Lasso Regressions and Forecasting Models in Applied Stress Testing. International Monetary Fund, 2017.
Знайти повний текст джерелаChan-Lau, Jorge A. Lasso Regressions and Forecasting Models in Applied Stress Testing. International Monetary Fund, 2017.
Знайти повний текст джерелаChan-Lau, Jorge A. Lasso Regressions and Forecasting Models in Applied Stress Testing. International Monetary Fund, 2017.
Знайти повний текст джерелаЧастини книг з теми "LASSO regression models"
Montesinos López, Osval Antonio, Abelardo Montesinos López, and Jose Crossa. "Elements for Building Supervised Statistical Machine Learning Models." In Multivariate Statistical Machine Learning Methods for Genomic Prediction, 71–108. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-89010-0_3.
Повний текст джерелаYüzbaşı, Bahadır, Syed Ejaz Ahmed, Mohammad Arashi, and Mina Norouzirad. "LAD, LASSO and Related Strategies in Regression Models." In Advances in Intelligent Systems and Computing, 429–44. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-21248-3_32.
Повний текст джерелаBunea, Florentina. "Consistent selection via the Lasso for high dimensional approximating regression models." In Institute of Mathematical Statistics Collections, 122–37. Beachwood, Ohio, USA: Institute of Mathematical Statistics, 2008. http://dx.doi.org/10.1214/074921708000000101.
Повний текст джерелаWüthrich, Mario V., and Michael Merz. "Bayesian Methods, Regularization and Expectation-Maximization." In Springer Actuarial, 207–66. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-031-12409-9_6.
Повний текст джерелаRoy, Sanjiban Sekhar, Dishant Mittal, Avik Basu, and Ajith Abraham. "Stock Market Forecasting Using LASSO Linear Regression Model." In Advances in Intelligent Systems and Computing, 371–81. Cham: Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-13572-4_31.
Повний текст джерелаBárzana, Marta García, Ana Colubi, and Erricos John Kontoghiorghes. "Lasso Estimation of an Interval-Valued Multiple Regression Model." In Strengthening Links Between Data Analysis and Soft Computing, 185–91. Cham: Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-10765-3_22.
Повний текст джерелаLi, Bo, Henry L. Jiang, Hanhuan Yan, Yishan Qi, and Zhiwang Gan. "Analysis of Purchasing Power Data of Department Store Members and Design of Effective Management Model." In Proceeding of 2021 International Conference on Wireless Communications, Networking and Applications, 788–96. Singapore: Springer Nature Singapore, 2022. http://dx.doi.org/10.1007/978-981-19-2456-9_79.
Повний текст джерелаLavanya, K., L. S. S. Reddy, and B. Eswara Reddy. "A Study of High-Dimensional Data Imputation Using Additive LASSO Regression Model." In Advances in Intelligent Systems and Computing, 19–30. Singapore: Springer Singapore, 2018. http://dx.doi.org/10.1007/978-981-10-8055-5_3.
Повний текст джерелаMöttönen, Jyrki, and Mikko J. Sillanpää. "Robust Variable Selection and Coefficient Estimation in Multivariate Multiple Regression Using LAD-Lasso." In Modern Nonparametric, Robust and Multivariate Methods, 235–47. Cham: Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-22404-6_14.
Повний текст джерелаThach, Nguyen Ngoc, Le Hoang Anh, and Hoang Nguyen Khai. "Applying Lasso Linear Regression Model in Forecasting Ho Chi Minh City’s Public Investment." In Data Science for Financial Econometrics, 245–53. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-48853-6_17.
Повний текст джерелаТези доповідей конференцій з теми "LASSO regression models"
Omer, Pareekhan. "Improving Prediction Accuracy of Lasso and Ridge Regression as an Alternative to LS Regression to Identify Variable Selection Problems." In 3rd International Conference of Mathematics and its Applications. Salahaddin University-Erbil, 2020. http://dx.doi.org/10.31972/ticma22.05.
Повний текст джерелаAl-Mudhafar, Watheq J. "Comparison of Permeability Estimation Models Through Bayesian Model Averaging and LASSO Regression." In Abu Dhabi International Petroleum Exhibition and Conference. Society of Petroleum Engineers, 2015. http://dx.doi.org/10.2118/177556-ms.
Повний текст джерелаZhang, Bingwen, Jun Geng, and Lifeng Lai. "Change-point estimation in high dimensional linear regression models via sparse group Lasso." In 2015 53rd Annual Allerton Conference on Communication, Control and Computing (Allerton). IEEE, 2015. http://dx.doi.org/10.1109/allerton.2015.7447090.
Повний текст джерелаSosa, Sebastián, Priscila Rivera, Cristhian Aldana, Yesenia Saavedra, Luis Trelles, and Gustavo Mendoza. "Credit classification using regulation techniques on the Credit German database." In Intelligent Human Systems Integration (IHSI 2022) Integrating People and Intelligent Systems. AHFE International, 2022. http://dx.doi.org/10.54941/ahfe100994.
Повний текст джерелаHong Hu, D. Roqueiro, and Yang Dai. "Prioritizing predicted cis-regulatory elements for co-expressed gene sets based on Lasso regression models." In 2011 33rd Annual International Conference of the IEEE Engineering in Medicine and Biology Society. IEEE, 2011. http://dx.doi.org/10.1109/iembs.2011.6091690.
Повний текст джерелаMaya, Haroldo C., and Guilherme A. Barreto. "A GA-Based Approach for Building Regularized Sparse Polynomial Models for Wind Turbine Power Curves." In XV Encontro Nacional de Inteligência Artificial e Computacional. Sociedade Brasileira de Computação - SBC, 2018. http://dx.doi.org/10.5753/eniac.2018.4455.
Повний текст джерелаManjunatha, Koushik A., Andrea Mack, Vivek Agarwal, David Koester, and Douglas Adams. "Diagnosis of Corrosion Processes in Nuclear Power Plants Secondary Piping Structures." In ASME 2020 Pressure Vessels & Piping Conference. American Society of Mechanical Engineers, 2020. http://dx.doi.org/10.1115/pvp2020-21184.
Повний текст джерелаIdogun, Akpevwe Kelvin, Ruth Oyanu Ujah, and Lesley Anne James. "Surrogate-Based Analysis of Chemical Enhanced Oil Recovery – A Comparative Analysis of Machine Learning Model Performance." In SPE Nigeria Annual International Conference and Exhibition. SPE, 2021. http://dx.doi.org/10.2118/208452-ms.
Повний текст джерелаAhmadov, Jamal. "Utilizing Data-Driven Models to Predict Brittleness in Tuscaloosa Marine Shale: A Machine Learning Approach." In SPE Annual Technical Conference and Exhibition. SPE, 2021. http://dx.doi.org/10.2118/208628-stu.
Повний текст джерелаZheng, Hao, Fugui Wang, Jiangfeng Xu, Nengfeng Zhou, Minping Qian, Ji Zhu, and Minghua Deng. "Pathway Detection Based on Hierarchical LASSO Regression Model." In 2009 2nd International Conference on Biomedical Engineering and Informatics. IEEE, 2009. http://dx.doi.org/10.1109/bmei.2009.5305086.
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