2 papers
stat.ME2014
Maximal Autocorrelation Functions in Functional Data Analysis
Giles Hooker, Steven Roberts
This paper proposes a new factor rotation for the context of functional principal components analysis. This rotation seeks to re-represent a functional subspace in terms of directi…
stat.ME2014
Lasso Regression: Estimation and Shrinkage via Limit of Gibbs Sampling
Bala Rajaratnam, Steven Roberts, Doug Sparks +1
The application of the lasso is espoused in high-dimensional settings where only a small number of the regression coefficients are believed to be nonzero. Moreover, statistical pro…