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Karabatsos, 2018 - Google Patents

Marginal maximum likelihood estimation methods for the tuning parameters of ridge, power ridge, and generalized ridge regression

Karabatsos, 2018

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Document ID
13637629916044018116
Author
Karabatsos G
Publication year
Publication venue
Communications in Statistics-Simulation and Computation

External Links

Snippet

This study introduces fast marginal maximum likelihood (MML) algorithms for estimating the tuning (shrinkage) parameter (s) of the ridge and power ridge regression models, and an automatic plug-in MML estimator for the generalized ridge regression model, in a Bayesian …
Continue reading at georgek.people.uic.edu (PDF) (other versions)

Classifications

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    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
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    • G06F17/30—Information retrieval; Database structures therefor; File system structures therefor
    • G06F17/30861—Retrieval from the Internet, e.g. browsers
    • G06F17/30864—Retrieval from the Internet, e.g. browsers by querying, e.g. search engines or meta-search engines, crawling techniques, push systems
    • G06F17/30867—Retrieval from the Internet, e.g. browsers by querying, e.g. search engines or meta-search engines, crawling techniques, push systems with filtering and personalisation
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
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    • G—PHYSICS
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    • G06F17/18—Complex mathematical operations for evaluating statistical data, e.g. average values, frequency distributions, probability functions, regression analysis
    • G—PHYSICS
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    • G06K9/00—Methods or arrangements for reading or recognising printed or written characters or for recognising patterns, e.g. fingerprints
    • G06K9/62—Methods or arrangements for recognition using electronic means
    • G06K9/6217—Design or setup of recognition systems and techniques; Extraction of features in feature space; Clustering techniques; Blind source separation
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    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F19/00—Digital computing or data processing equipment or methods, specially adapted for specific applications
    • G06F19/10—Bioinformatics, i.e. methods or systems for genetic or protein-related data processing in computational molecular biology
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