Sparse Additive Models
稀疏加性模型AI 解读 ↓
本页整理公开书目信息,不生成学术质量评分。AI 解读根据题名及所注明的摘要或原文片段生成,未完成全文核验,可能有误;具体假设、证明与结论请核对原文。摘要保留来源文本,未经模型改写。
DOI 首次登记不等于接收或发表日期。部分更正、评论等条目没有独立摘要;缺少可靠材料时保留待补状态。
引用量采用 OpenAlex 单条关联记录,不合计多个记录;关联记录可能包含正式发表版本,不等于此版本单独引用。缺失不视为零,引用指标不代表论文质量。
关注作者按书目中的完整姓名匹配,同名和姓名变体需人工辨别。相关论文先按共享细分方向和具体方法排列,再参考通用方法与发表日期。
AI 根据所提供的论文材料归类:摘要研究通用高维非参数回归与分类,未明确涉及因果、面板、选择行为或收益预测等所列细分方向。
稀疏加性模型AI 解读 ↓
正在核对关联版本…
正在核对对应版本的资源…
Summary We present a new class of methods for high dimensional non-parametric regression and classification called sparse additive models. Our methods combine ideas from sparse linear modelling and additive non-parametric regression. We derive an algorithm for fitting the models that is practical and effective even when the number of covariates is larger than the sample size. Sparse additive models are essentially a functional version of the grouped lasso of Yuan and Lin. They are also closely related to the COSSO model of Lin and Zhang but decouple smoothing and sparsity, enabling the use of arbitrary non-parametric smoothers. We give an analysis of the theoretical properties of sparse additive models and present empirical results on synthetic and real data, showing that they can be effective in fitting sparse non-parametric models in high dimensional data.
自适应 Lasso 解路径单位根检验的自助法改进
We propose sieve wild bootstrap analogues to the adaptive Lasso solution path unit root tests of Arnold and Reinschlüssel (2024) arXiv:2404.06205 to improve finite sample properties and extend their applicability to a generalised framework, allowing for non-stationary volatility. Numerical evidence shows the bootstrap to improve the tests' precision for error processes that promote spurious rejections of the unit root null, depending on the detrending procedure. The…
异质性高维分位数回归的全局推断
Quantile regression has received considerable attention in high dimensional methodology due to its robustness and ability to accommodate heteroskedasticity. Despite this attention, current inferential methods for high dimensional quantile regression have significant limitations---only testing significance, testing at a single quantile at a time, or assuming homoskedasticity. To generalize the inferences that can be drawn in high dimensional quantile regression, we introduce…
学习光滑参数总体的极小极大速率
We study pointwise estimation of a smooth binomial mixing density and characterize its minimax rates. Assuming that the mixing density is $s$-Hölder smooth, we first consider the homogeneous setting with a common number of binomial trials $t$. We derive matching lower and upper bounds that reveal three regimes depending on the relative sizes of the sample size $n$ and the number of trials $t$. When $t$ is small, the finite number of trials creates an identification barrier…
半监督核岭 Fréchet 回归
Fréchet regression provides a framework for predicting random object-valued responses by minimizing the conditional expected squared distances. We propose semi-supervised kernel ridge Fréchet regression (SS-KRFR) to exploit unlabeled covariates when labeled samples are scarce. The method learns kernel spectral features from both labeled and unlabeled covariates, then utilizes labeled responses to estimate the conditional Fréchet function by kernel ridge regression. We derive…
标量对函数回归中的函数型预测变量选择与平滑系数估计
In the framework of scalar-on-function regression models, in which several functional variables are employed to predict a scalar response, we propose a methodology for selecting relevant functional predictors while simultaneously providing accurate smooth (or, more generally, regular) estimates of the functional coefficients. We suppose that the functional predictors belong to a real separable Hilbert space, while the functional coefficients belong to a specific subspace of…
弹性核岭回归及其语音学应用
Predicting the shapes of entire curves requires accounting for nonlinear geometry and unknown alignments between curves. We develop elastic kernel ridge regression, a nonparametric method for planar curve responses with scalar, multivariate, or functional covariates. Using square-root velocity representations, we formulate penalized conditional Fréchet mean estimation in a shape space invariant to translation, rotation, scaling, and reparametrization. A vector-valued…