Regularisation and variable selection using penalized likelihood.

Regularisation and variable selection using penalized likelihood.

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We are interested in variable sélection in linear régression models. This research is motivated by recent development in microarrays, proteomics, brain images, among others. We study this problem in both frequentist and bayesian viewpoints.In a frequentist framework, we propose methods to deal with...

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Bibliographic Details
Main Author: El anbari, Mohammed
Language:fra
Published: Université Paris Sud - Paris XI 2011
Subjects:
[MATH:MATH_GM] Mathematics/General Mathematics
[MATH:MATH_GM] Mathématiques/Mathématiques générales
Dimensionality réduction
High dimensionality
LASSO
Scad
Elastic-net
Model selection
Oracle property
Zellner's g-prior
Calibration
Online Access:http://tel.archives-ouvertes.fr/tel-00661689
http://tel.archives-ouvertes.fr/docs/00/66/16/89/PDF/VD2_ELANBARI_MOHAMMED_14122011.pdf

Internet

http://tel.archives-ouvertes.fr/tel-00661689
http://tel.archives-ouvertes.fr/docs/00/66/16/89/PDF/VD2_ELANBARI_MOHAMMED_14122011.pdf

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