Parametric programming-based approximate selective inference for adaptive lasso, adaptive elastic net and group lasso

IF 1.1 4区 数学 Q4 COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS Journal of Statistical Computation and Simulation Pub Date : 2024-04-09 DOI:10.1080/00949655.2024.2337342
Sarah Pirenne, Gerda Claeskens
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Abstract

Conducting model selection on data gives rise to selection uncertainty which, when ignored, invalidates subsequent classical inference which assumes that the model is given before the analysis and ...
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基于参数编程的自适应套索、自适应弹性网和组套索近似选择性推理
在对数据进行模型选择时会产生选择的不确定性,而这种不确定性一旦被忽视,就会使随后的经典推断失效,因为经典推断假定模型在分析之前就已给出,并且......
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来源期刊
Journal of Statistical Computation and Simulation
Journal of Statistical Computation and Simulation 数学-计算机:跨学科应用
CiteScore
2.30
自引率
8.30%
发文量
156
审稿时长
4-8 weeks
期刊介绍: Journal of Statistical Computation and Simulation ( JSCS ) publishes significant and original work in areas of statistics which are related to or dependent upon the computer. Fields covered include computer algorithms related to probability or statistics, studies in statistical inference by means of simulation techniques, and implementation of interactive statistical systems. JSCS does not consider applications of statistics to other fields, except as illustrations of the use of the original statistics presented. Accepted papers should ideally appeal to a wide audience of statisticians and provoke real applications of theoretical constructions.
期刊最新文献
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