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AS seminar: Selection of tuning parameter in sparse linear regression

Datum a čas: 
12.12.2016 - 11:00
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).
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12.12.2016 - 13:38