The Lasso is a popular technique for joint estimation and continuous variable selection, especially well-suited for sparse and possibly under-determined linear regression problems....
Hierarchical penalization is a generic framework for incorporating prior information in the fitting of statistical models, when the explicative variables are organized in a hiera...
Marie Szafranski, Yves Grandvalet, Pierre Morizet-...
Margin maximizing properties play an important role in the analysis of classi£cation models, such as boosting and support vector machines. Margin maximization is theoretically in...
Bootstrapping is a resampling technique that requires less computer time than simulation does. Bootstrapping -like simulation-must be defined for each type of application. This pa...
Jack P. C. Kleijnen, A. J. Feelders, Russell C. H....
The problem of designing the regularization term and regularization parameter for linear regression models is discussed. Previously, we derived an approximation to the generalizat...