Moderately clipped LASSO

被引：13

作者：

Kwon, Sunghoon ^{[1
]}

Lee, Sangin ^{[2
]}

Kim, Yongdai ^{[3
]}

机构：

[1] Konkuk Univ, Seoul, South Korea

[2] Univ Iowa, Iowa City, IA 52242 USA

[3] Seoul Natl Univ, Seoul 151, South Korea

来源：

COMPUTATIONAL STATISTICS & DATA ANALYSIS | 2015年 / 92卷

基金：

新加坡国家研究基金会;

关键词：

Clipped LASSO; High-dimension; LASSO; MCP; Variable selection; NONCONCAVE PENALIZED LIKELIHOOD; VARIABLE SELECTION; ADAPTIVE LASSO; REGRESSION; ESTIMATORS;

D O I：

10.1016/j.csda.2015.07.001

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

The least absolute shrinkage and selection operator (LASSO) has been widely used in high-dimensional linear regression models. However, it is known that the LASSO selects too many noisy variables. In this paper, we propose a new estimator, the moderately clipped LASSO (MCL), that deletes noisy variables successively without sacrificing prediction accuracy much. Various numerical studies are done to illustrate superiority of the MCL over other competitors. (C) 2015 Elsevier B.V. All rights reserved.

引用

页码：53 / 67

页数：15

共 50 条

[1] Robust Moderately Clipped LASSO for Simultaneous Outlier Detection and Variable Selection
Peng, Yang
Luo, Bin
Gao, Xiaoli
[J]. SANKHYA-SERIES B-APPLIED AND INTERDISCIPLINARY STATISTICS, 2022, 84 (02): : 694 - 707
[2] High-dimensional linear discriminant analysis with moderately clipped LASSO
Chang, Jaeho
Moon, Haeseong
Kwon, Sunghoon
[J]. COMMUNICATIONS FOR STATISTICAL APPLICATIONS AND METHODS, 2021, 28 (01) : 21 - 37
[3] Moderately clipped LASSO for the high-dimensional generalized linear model
Lee, Sangin
Ku, Boncho
Kown, Sunghoon
[J]. COMMUNICATIONS FOR STATISTICAL APPLICATIONS AND METHODS, 2020, 27 (04) : 445 - 458
[4] Robust Moderately Clipped LASSO for Simultaneous Outlier Detection and Variable Selection
Yang Peng
Bin Luo
Xiaoli Gao
[J]. Sankhya B, 2022, 84 : 694 - 707
[5] CLIPPED
MONTGOMERY, R
[J]. FORTUNE, 1993, 127 (10) : 134 - 134
[6] Clipped hedges
Grant, J
[J]. FORBES, 2002, 169 (13): : 220 - 220
[7] THE FTC CLIPPED
不详
[J]. NATION, 1980, 230 (23) : 708 - 708
[8] ANGELS WITH CLIPPED WINGS
PLATT, S
BROWN, P
[J]. NEW SOCIETY, 1988, 83 (1309): : 9 - 10
[9] SPECTRUM OF CLIPPED NOISE
VANVLECK, JH
MIDDLETO.D
[J]. PROCEEDINGS OF THE INSTITUTE OF ELECTRICAL AND ELECTRONICS ENGINEERS, 1966, 54 (01): : 2 - &
[10] Man with Clipped Wings
Chang, Hsiao-Hui
[J]. SINO-CHRISTIAN STUDIES, 2018, (25): : 197 - 201

← 1 2 3 4 5 →