Regularization in statistics | |
Bickel, Peter J. ; Li, Bo | |
2010-05-11 ; 2010-05-11 | |
关键词 | regularization linear regression nonparametric regression boosting covariance matrix principal component bootstrap subsampling model selection GENERALIZED CROSS-VALIDATION NONCONCAVE PENALIZED LIKELIHOOD VARIABLE SELECTION LONGITUDINAL DATA COVARIANCE MATRICES MODEL SELECTION ASYMPTOTIC OPTIMALITY PRINCIPAL COMPONENTS RIDGE-REGRESSION DENSITY-FUNCTION Statistics & Probability |
中文摘要 | This paper is a selective review of the regularization methods scattered in statistics literature. We introduce a general conceptual approach to regularization and fit most existing methods into it. We have tried to focus on the importance of regularization when dealing with today's high-dimensional objects: data and models. A wide range of examples are discussed, including nonparametric regression, boosting, covariance matrix estimation, principal component estimation, subsampling. |
语种 | 英语 ; 英语 |
出版者 | SOCIEDAD ESTADISTICA INVESTIGACION OPERATIVA ; MADRID ; HORTALEZA 104, 2 IZDA, 28004 MADRID, SPAIN |
内容类型 | 期刊论文 |
源URL | [http://hdl.handle.net/123456789/26121] |
专题 | 清华大学 |
推荐引用方式 GB/T 7714 | Bickel, Peter J.,Li, Bo. Regularization in statistics[J],2010, 2010. |
APA | Bickel, Peter J.,&Li, Bo.(2010).Regularization in statistics.. |
MLA | Bickel, Peter J.,et al."Regularization in statistics".(2010). |
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