Spline LASSO in high-dimensional linear regression-荆炳义 (香港科技大学)
Spline LASSO in high-dimensional linear regression-荆炳义 (香港科技大学)
发布时间:2016-10-31 浏览次数:
主  题: Spline LASSO in high-dimensional linear regression

A Spline-LASSO approach is proposed for a high-dimensional linear 

regression problem, where the covariates are ordered in a meaningful 

way. It is designed to tackle the case where the shape of the parameter 

values changes smoothly, whereas fused Lasso is better fitted for 

piecewise constant functions. Computationally it can be easily modified 

to use LARS algorithms. Simulations and real example will be given. 


教授 博导 教育部长江讲座教授

IMS, ISI Fellow




时  间: 2016-11-04    14:30
地  点: 竞慧西楼w205
举办单位: 理学院 统计与大数据科学研究院 科研部