Results 51 to 60 of about 27,189 (192)

Bayesian Regularisation in Structured Additive Regression Models for Survival Data [PDF]

open access: yes, 2008
During recent years, penalized likelihood approaches have attracted a lot of interest both in the area of semiparametric regression and for the regularization of high-dimensional regression models.
Konrath, Susanne   +2 more
core   +1 more source

Eccentric hyperbola: A new modified cutaneous scar re-excision on convex surfaces

open access: yesJournal of Dermatology and Dermatologic Surgery, 2018
“Re-excision of scar” is a common procedure following diagnostic or therapeutic excision of skin cancer cutaneous lesions. With the conventional techniques, skin tension on convex surfaces results in deformity and elongated scars.
Georgios Pafitanis   +3 more
doaj   +1 more source

Convex Least Angle Regression Based LASSO Feature Selection and Swish Activation Function Model for Startup Survival Rate

open access: yesCybernetics and Information Technologies, 2023
A startup is a recently established business venture led by entrepreneurs, to create and offer new products or services. The discovery of promising startups is a challenging task for creditors, policymakers, and investors. Therefore, the startup survival
Allu Ramakrishna   +1 more
doaj   +1 more source

Isotone Optimization in R: Pool-Adjacent-Violators Algorithm (PAVA) and Active Set Methods

open access: yes, 2009
In this paper we give a general framework for isotone optimization. First we discuss a generalized version of the pool-adjacent-violators algorithm (PAVA) to minimize a separable convex function with simple chain constraints.
de Leeuw, Jan   +6 more
core   +1 more source

A Semismooth Newton-Based Augmented Lagrangian Algorithm for the Generalized Convex Nearly Isotonic Regression Problem

open access: yesMathematics
The generalized convex nearly isotonic regression problem addresses a least squares regression model that incorporates both sparsity and monotonicity constraints on the regression coefficients.
Yanmei Xu, Lanyu Lin, Yong-Jin Liu
doaj   +1 more source

High-dimensional Structured Additive Regression Models: Bayesian Regularisation, Smoothing and Predictive Performance [PDF]

open access: yes, 2009
Data structures in modern applications frequently combine the necessity of flexible regression techniques such as nonlinear and spatial effects with high-dimensional covariate vectors. While estimation of the former is typically achieved by supplementing
Konrath, Susanne   +2 more
core   +1 more source

A nonparametric test of the non-convexity of regression [PDF]

open access: yesJournal of Nonparametric Statistics, 1998
This paper proposes a nonparametric test of the non-convexity of a smooth regression function based on least squares or hybrid splines. By a simple formulation of the convexity hypothesis in the class of all polynomial cubic splines, we build a test which has an asymptotic size equal to the nominal level.
Diack, Cheikh, Thomas-Agnan, Christine
openaire   +5 more sources

Analysis of a Two-Step Gradient Method with Two Momentum Parameters for Strongly Convex Unconstrained Optimization

open access: yesAlgorithms
The paper is devoted to the theoretical and numerical analysis of the two-step method, constructed as a modification of Polyak’s heavy ball method with the inclusion of an additional momentum parameter.
Gerasim V. Krivovichev   +1 more
doaj   +1 more source

Probabilistic Hourly Load Forecasting Using Additive Quantile Regression Models

open access: yesEnergies, 2018
Short-term hourly load forecasting in South Africa using additive quantile regression (AQR) models is discussed in this study. The modelling approach allows for easy interpretability and accounting for residual autocorrelation in the joint modelling of ...
Caston Sigauke   +2 more
doaj   +1 more source

Consistency of Penalized Convex Regression

open access: yesInternational Journal of Statistics and Probability, 2020
We consider the problem of estimating an unknown convex function f_* (0, 1)^d →R from data (X1, Y1), … (X_n; Y_n).A simple approach is finding a convex function that is the closest to the data points by minimizing the sum of squared errors over all convex functions. The convex regression estimator, which is computed this way, su ers
openaire   +2 more sources

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