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Information Criteria for Deciding between Normal Regression Models
Information Criteria Deciding between Normal Regression Models
2013/6/14
Regression models fitted to data can be assessed on their goodness of fit, though models with many parameters should be disfavored to prevent over-fitting. Statisticians' tools for this are little kno...
Switching Nonparametric Regression Models and the Motorcycle Data revisited
nonparametric regression machine learning mixture of Gaussian processes latent variables EM algorithm motorcy-cle data
2013/6/14
We propose a methodology to analyze data arising from a curve that, over its domain, switches among J states. We consider a sequence of response variables, where each response y depends on a covariate...
Distributional Results for Thresholding Estimators in High-Dimensional Gaussian Regression Models
Markov chain Monte Carlo Hamiltonian dynamics Bayesian analysis
2011/7/6
We study the distribution of hard-, soft-, and adaptive soft-thresholding estimators within a linear regression model where the number of parameters k can depend on sample size n and may diverge with ...