3 papers
stat.ME2020
Regularization Methods Based on the -Likelihood for Linear Models with Heavy-Tailed Errors
Yoshihiro Hirose
We propose regularization methods for linear models based on the -likelihood, which is a generalization of the log-likelihood using a power function. Some heavy-tailed distrib…
stat.ML2019
Least Angle Regression in Tangent Space and LASSO for Generalized Linear Models
Yoshihiro Hirose
This study proposes sparse estimation methods for the generalized linear models, which run one of least angle regression (LARS) and least absolute shrinkage and selection operator…
stat.CO2018
Holonomic extended least angle regression
Marc Härkönen, Tomonari Sei, Yoshihiro Hirose
One of the main problems studied in statistics is the fitting of models. Ideally, we would like to explain a large dataset with as few parameters as possible. There have been numer…