Variable Selection in Linear Regression with GroupStructure via the Group Lasso and Mallows'' Cp
碩士 === 國立臺灣大學 === 數學研究所 === 96 === We consider the problem of selecting grouped variable in linear regression via the group Lasso and Mallows'' Cp, especially when the columns in the full design matrix are orthogonal. We address two questions. Since Mallows'' Cp is derived to be...
Main Authors: | Yen-Shiu Chin, 金妍秀 |
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Other Authors: | 陳宏 |
Format: | Others |
Language: | en_US |
Online Access: | http://ndltd.ncl.edu.tw/handle/74650279292268499804 |
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