8 citations · 19 across the 5 of their papers we have counts for
5 papers
Fractional Ridge Regression
Sihyung Park, Leonard A. Stefanski
Regularization methods such as the Lasso combine shrinkage and variable selection, but strong penalization drives their solutions toward the null model. We introduce Fractional Rid…
Bias, Consistency, and Alternative Perspectives of the Infinitesimal Jackknife
Wei Peng, Lucas Mentch, Leonard Stefanski
Though introduced nearly 50 years ago, the infinitesimal jackknife (IJ) remains a popular modern tool for quantifying predictive uncertainty in complex estimation settings. In part…
Variable selection using pseudo-variables
Wenhao Hu, Eric Laber, Leonard Stefanski
Penalized regression has become a standard tool for model building across a wide range of application domains. Common practice is to tune the amount of penalization to tradeoff bia…
Nonparametric Independence Screening via Favored Smoothing Bandwidth
Yang Feng, Yichao Wu, Leonard Stefanski
We propose a flexible nonparametric regression method for ultrahigh-dimensional data. As a first step, we propose a fast screening method based on the favored smoothing bandwidth o…
Interactive Q-learning for Probabilities and Quantiles
Kristin A. Linn, Eric B. Laber, Leonard A. Stefanski
A dynamic treatment regime is a sequence of decision rules in which each decision rule recommends treatment based on features of patient medical history such as past treatments and…