Spline LASSO in high-dimensional linear regression-荆炳义 (香港科技大学)


主  题:Spline LASSO in high-dimensional linear regression

内容简介:A Spline-LASSO approach is proposed for a high-dimensional linear regression problem, where the covariates are ordered in a meaningful way. It is designed to tackle the case where the shape of the parameter values changes smoothly, whereas fused Lasso is better fitted for piecewise constant functions. Computationally it can be easily modified to use LARS algorithms. Simulations and real example will be given.

报告人:荆炳义    教授    博导    教育部长江讲座教授

时  间:2016-11-04    14:30

地  点:竞慧东楼305

举办单位:理学院  统计与大数据科学研究院  科研部

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