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math.ST2022★ 4 cited
Penalization-induced shrinking without rotation in high dimensional GLM regression: a cavity analysis
Emanuele Massa, Marianne Jonker, Anthony Coolen
In high dimensional regression, where the number of covariates is of the order of the number of observations, ridge penalization is often used as a remedy against overfitting. Unfo…
stat.ME2022★ 6 cited
Correction of overfitting bias in regression models
Emanuele Massa, Marianne Jonker, Kit Roes +1
Regression analysis based on many covariates is becoming increasingly common. However, when the number of covariates is of the same order as the number of observations , max…