2 papers
stat.ME2013
Monotone Splines Lasso
Linn Cecilie Bergersen, Kukatharmini Tharmaratnam, Ingrid K. Glad
We consider the problems of variable selection and estimation in nonparametric additive regression models for high-dimensional data. In recent years, several methods have been prop…
stat.ME2012
Safe preselection in lasso-type problems by cross-validation freezing
Linn Cecilie Bergersen, Ismaïl Ahmed, Arnoldo Frigessi +2
We propose a new approach to safe variable preselection in high-dimensional penalized regression, such as the lasso. Preselection - to start with a manageable set of covariates - h…