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   Articles with "penalized regression" as a keyword



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Penalized regression calibration: A method for the prediction of survival outcomes using complex longitudinal and high-dimensional data.

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recommendations! Published in 2021 at "Statistics in medicine"

DOI: 10.1002/sim.9178

Abstract: Longitudinal and high-dimensional measurements have become increasingly common in biomedical research. However, methods to predict survival outcomes using covariates that are both longitudinal and high-dimensional are currently missing. In this article, we propose penalized regression… read more here.

Keywords: penalized regression; high dimensional; outcomes using; longitudinal high ... See more keywords
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Macroeconomic forecasting using penalized regression methods

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recommendations! Published in 2018 at "International Journal of Forecasting"

DOI: 10.1016/j.ijforecast.2018.01.001

Abstract: We study the suitability of lasso-type penalized regression techniques when applied to macroeconomic forecasting with high-dimensional datasets. We consider performance of the lasso-type methods when the true DGP is a factor model, contradicting the sparsity… read more here.

Keywords: penalized regression; forecasting using; regression; macroeconomic forecasting ... See more keywords
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A general framework for prediction in penalized regression

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recommendations! Published in 2017 at "Statistical Modelling"

DOI: 10.1177/1471082x19896867

Abstract: There are two main approaches to carrying out prediction in the context of penalized regression: with low-rank basis and penalties or through the smooth mixed models. In this article, we give further insight in the… read more here.

Keywords: penalized regression; framework prediction; prediction penalized; general framework ... See more keywords

A New Semiparametric Approach to Finite Mixture of Regressions using Penalized Regression via Fusion.

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recommendations! Published in 2020 at "Statistica Sinica"

DOI: 10.5705/ss.202016.0531

Abstract: For some modeling problems a population may be better assessed as an aggregate of unknown subpopulations, each with a distinct relationship between a response and associated variables. The finite mixture of regressions (FMR) model, in… read more here.

Keywords: regression; penalized regression; finite mixture; approach ... See more keywords