Zobrazeno 1 - 10
of 123
pro vyhledávání: '"Michael R. Osborne"'
Autor:
Michael R. Osborne, Berwin A. Turlach
Publikováno v:
Journal of Computational and Graphical Statistics. 20:972-987
We show that the homotopy algorithm of Osborne, Presnell, and Turlach (2000), which has proved such an effective optimal path following method for implementing Tibshirani’s “lasso” for variable selection in least squares estimation problems, ca
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fe166e8eadc8e81f5b78ec38737d5c26
https://doi.org/10.1198/jcgs.2011.09184
https://doi.org/10.1198/jcgs.2011.09184
Autor:
Michael R. Osborne
Publikováno v:
Optimization Methods and Software. 21:943-959
The Gauss–Newton algorithm for solving nonlinear least squares problems proves particularly efficient for solving parameter estimation problems when the number of independent observations is large and the fitted model is appropriate. In this contex
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::85a3b46d67901335854535cc3d704f43
https://doi.org/10.1080/10556780600874154
https://doi.org/10.1080/10556780600874154
Publikováno v:
IMA Journal of Numerical Analysis. 25:264-285
This paper addresses the development of a new algorithm for parameter estimation of ordinary differential equations. Here, we show that (1) the simultaneous approach combined with orthogonal cyclic reduction can be used to reduce the estimation probl
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a317343ff3fb876a0afa51639e79377e
https://doi.org/10.1093/imanum/drh016
https://doi.org/10.1093/imanum/drh016
Publikováno v:
The ANZIAM Journal. 45:91-114
This paper describes a SQP-type algorithm for solving a constrained maximum likelihood estimation problem that incorporates a number of novel features. We call it MLESOL. MLESOL maintains the use of an estimate of the Fisher information matrix to the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ab08fc6eee1cfb1799cc3e0cade74561
https://doi.org/10.1017/s1446181100013171
https://doi.org/10.1017/s1446181100013171
Publikováno v:
Journal of Optimization Theory and Applications. 114:423-441
This paper is concerned with the implementation and testing of an algorithm for solving constrained least-squares problems. The algorithm is an adaptation to the least-squares case of sequential quadratic programming (SQP) trust-region methods for so
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::47a7202ca93e1205714111223c9fd1e9
https://doi.org/10.1023/a:1016043919978
https://doi.org/10.1023/a:1016043919978
Publikováno v:
Annals of Operations Research. 108:75-85
The predictor–corrector interior-point path-following algorithm is promising in solving multistage convex programming problems. Among many other general good features of this algorithm, especially attractive is that the algorithm allows possibility
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::45d4aa8d2fd2f0d09b795b8d39b6f4de
https://doi.org/10.1023/a:1016098709653
https://doi.org/10.1023/a:1016098709653
Publikováno v:
Scopus-Elsevier
We investigate one of the possible ways for improving Friedman’s Multivariate Adaptive Regression Splines (MARS) algorithm designed for flexible modelling of high-dimensional data. In our version of MARS called BMARS we use B-splines instead of tru
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d158db54ed1abcd95abff717c5428b38
https://doi.org/10.1007/pl00022715
https://doi.org/10.1007/pl00022715
Publikováno v:
IMA Journal of Numerical Analysis. 20:389-403
The title Lasso has been suggested by Tibshirani (1996) as a colourful name for a technique of variable selection which requires the minimization of a sum of squares subject to an l 1 bound κ on the solution. This forces zero components in the minim
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::eb81906f3f5776dd0ad7d97e7d2c7be6
https://doi.org/10.1093/imanum/20.3.389
https://doi.org/10.1093/imanum/20.3.389
Autor:
Michael R. Osborne
Publikováno v:
The ANZIAM Journal. 42:9-25
This paper considers the solution of estimation problems based on the maximum likelihood principle when a fixed number of equality constraints are imposed on the parameters of the problem. Consistency and the asymptotic distribution of the parameter
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::90b748c7a15b451c6674948c0eea13f6
https://doi.org/10.1017/s1446181100011561
https://doi.org/10.1017/s1446181100011561
Publikováno v:
Journal of Computational and Graphical Statistics. 9:319-337
Proposed by Tibshirani, the least absolute shrinkage and selection operator (LASSO) estimates a vector of regression coefficients by minimizing the residual sum of squares subject to a constraint on the l 1-norm of the coefficient vector. The LASSO e
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::34f5301ed992fcde597ec070ea6f0382
https://doi.org/10.1080/10618600.2000.10474883
https://doi.org/10.1080/10618600.2000.10474883