129 citations · 194 across the 5 of their papers we have counts for
3 papers · 1 filter
Cross Validation for Penalized Quantile Regression with a Case-Weight Adjusted Solution Path
Shanshan Tu, Yunzhang Zhu, Yoonkyung Lee +2
Cross validation is widely used for selecting tuning parameters in regularization methods, but it is computationally intensive in general. To lessen its computational burden, appro…
Bayesian Restricted Likelihood Methods: Conditioning on Insufficient Statistics in Bayesian Regression
John R. Lewis, Steven N. MacEachern, Yoonkyung Lee
Bayesian methods have proven themselves to be successful across a wide range of scientific problems and have many well-documented advantages over competing methods. However, these…
Regularization of Case-Specific Parameters for Robustness and Efficiency
Yoonkyung Lee, Steven N. MacEachern, Yoonsuh Jung
Regularization methods allow one to handle a variety of inferential problems where there are more covariates than cases. This allows one to consider a potentially enormous number o…