Regularization approaches for generalized linear models and single index models:
Saved in:
| Main Author: | |
|---|---|
| Format: | Thesis Book |
| Language: | English |
| Published: |
München
Dr. Hut
2012
|
| Edition: | 1. Aufl. |
| Series: | Statistik
|
| Subjects: | |
| Online Access: | Volltext https://nbn-resolving.org/urn:nbn:de:bvb:19-143983 Inhaltsverzeichnis |
| Physical Description: | X, 149 S. graph. Darst. 210 mm x 148 mm, 281 g |
| ISBN: | 9783843904520 |
Staff View
MARC
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Record in the Search Index
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|---|---|
| adam_text | IMAGE 1
*U
C O N T E N T S
CONTENTS 1 INTRODUCTION A N D R E M A R K S
1 REGULARIZATION APPROACHES FOR GENERALIZED LINEAR MODELS
2 SHRINKAGE B Y P O L Y T O P E S 2.1 INTRODUCTION 2.2 POLYTOPES AS
CONSTRAINT REGION 2.2.1 SOME CONCEPTS IN POLYTOPE THEORY
2.2.2 LASSO 2.2.3 OSCAR 2.3 THE V8 PROCEDURE 2.3.1 T H E V8-POLYTOPE
2.3.2 SOLVING POLYTOPAL CONSTRAINED REGRESSION PROBLEMS 2.4 SIMULATION
STUDY 2.5 DATA EXAMPLE 2.6 CONCLUDING REMARKS
3 PAIRWISE FUSED LASSO 3.1 INTRODUCTION 3.2 PAIRWISE FUSED LASSO (PFL)
3.2.1 SOLVING THE PENALIZED ML PROBLEM
3.3 SIMULATION STUDY 3.4 D A T A EXAMPLE 3.5 CONCLUDING REMARKS
4 O S C A R FOR G L M S
4.1 INTRODUCTION 4.2 GENERALIZED LINEAR MODELS . . 4.3 T H E OSCAR
PENALTY REGION 4.4 T H E GLMOSCAR ALGORITHM
IX
I X
1
5
7
7
9
10 12
14
17 17 19 22
26 27
2 9
29 31 35 39
46 49
5 1
51 52 53 55
HTTP://D-NB.INFO/102309987X
IMAGE 2
X C O N T E N T S
4.5 SIMULATION STUDY 57
4.6 APPLICATION 65
4.7 CONCLUSION AND REMARKS : 66
I I R E G U L A R I Z A T I O N A P P R O A C H E S F O R S I N G L E I
N D E X M O D E L S 6 9
5 T H E FLEXLINK B O O S T 71
5.1 INTRODUCTION 71
5.2 ESTIMATION 73
5.2.1 DATA GENERATING AND APPROXIMATING MODEL 73
5.2.2 ESTIMATION OF PARAMETERS INCLUDING VARIABLE SELECTION 75
5.3 SIMULATION STUDIES 80
5.4 MODIFIED ESTIMATOR AND SELECTION OF PREDICTORS 84
5.5 APPLICATIONS 87
5.5.1 MEDICAL CARE DATA 87
5.5.2 NOISY MINER D A T A 92
5.6 CONCLUDING REMARKS 93
6 G A M S W I T H F L E X I B L E LINK F U N C T I O N 9 5
6.1 INTRODUCTION 95
6.2 FLEXIBLE LINK WITH ADDITIVE PREDICTOR (FLAP) 98
6.2.1 ESTIMATION PROCEDURE 99
6.2.2 ALGORITHM 103
6.3 SIMULATION STUDY 105
6.4 D A T A EXAMPLE 110
6.5 CONCLUSION AND PERSPECTIVES 114
7 L L - P E N A L I Z E D SINGLE I N D E X M O D E L S 1 1 7
7.1 INTRODUCTION 117
7.2 DATA GENERATING AND APPROXIMATING MODEL 118
7.3 LIKELIHOOD AND IDENTIFICATION PROBLEM 119
7.3.1 ESTIMATION PROCEDURE 121
7.3.2 SOLUTION P A T H 126
7.4 SIMULATION STUDIES 128
7.5 D A T A EXAMPLES 133
7.5.1 SAO PAULO AIR POLLUTION D A T A SET 133
7.5.2 BODYFAT DATA SET 134
7.6 CONCLUSION AND REMARKS 138
A P P E N D I X 139
BIBLIOGRAPHY 1 4 3
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| isbn | 9783843904520 |
| language | English |
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| physical | X, 149 S. graph. Darst. 210 mm x 148 mm, 281 g |
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| publishDate | 2012 |
| publishDateSearch | 2012 |
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| publisher | Dr. Hut |
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| series2 | Statistik |
| spelling | Petry, Sebastian Verfasser aut Regularization approaches for generalized linear models and single index models Sebastian Petry 1. Aufl. München Dr. Hut 2012 X, 149 S. graph. Darst. 210 mm x 148 mm, 281 g txt rdacontent n rdamedia nc rdacarrier Statistik Zugl.: München, Univ., Diss., 2011 Verallgemeinertes lineares Modell (DE-588)4124382-1 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Verallgemeinertes lineares Modell (DE-588)4124382-1 s DE-604 Erscheint auch als Online-Ausgabe urn:nbn:de:bvb:19-143983 http://edoc.ub.uni-muenchen.de/14398/ Verlag kostenfrei Volltext https://nbn-resolving.org/urn:nbn:de:bvb:19-143983 Resolving-System DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025104187&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Petry, Sebastian Regularization approaches for generalized linear models and single index models Verallgemeinertes lineares Modell (DE-588)4124382-1 gnd |
| subject_GND | (DE-588)4124382-1 (DE-588)4113937-9 |
| title | Regularization approaches for generalized linear models and single index models |
| title_auth | Regularization approaches for generalized linear models and single index models |
| title_exact_search | Regularization approaches for generalized linear models and single index models |
| title_full | Regularization approaches for generalized linear models and single index models Sebastian Petry |
| title_fullStr | Regularization approaches for generalized linear models and single index models Sebastian Petry |
| title_full_unstemmed | Regularization approaches for generalized linear models and single index models Sebastian Petry |
| title_short | Regularization approaches for generalized linear models and single index models |
| title_sort | regularization approaches for generalized linear models and single index models |
| topic | Verallgemeinertes lineares Modell (DE-588)4124382-1 gnd |
| topic_facet | Verallgemeinertes lineares Modell Hochschulschrift |
| url | http://edoc.ub.uni-muenchen.de/14398/ https://nbn-resolving.org/urn:nbn:de:bvb:19-143983 http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=025104187&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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