Institute of Information Theory and Automation

AS seminar: Selection of tuning parameter in sparse linear regression

Lecturer: Ing. Alkomiet Belal,
Date and time: 12.12.2016 - 11:00
Room: 474
Department: Adaptive Systems (AS)


The objective of this work is to evaluate and compare three methods for selecting the optimal value of tuning parameter in terms of coeffitient estimation accuracy and correct variable selection through simulation studies: cross validation, L-curve criterion, and variable selection stability. The practival usefulness of our contribution is demonstrated on an application to real data from the European Tracer Experiment (ETEX).


belal.pdf1.17 MB
Institute of Information Theory and Automation