Estimation of Error Variance in Genomic Selection for Ultrahigh Dimensional Data

نویسندگان

چکیده

Estimation of error variance in the case genomic selection is a necessary step to measure accuracy model. For selection, whole-genome high-density marker data used where number markers always larger than sample size. This makes it difficult estimate because ordinary least square estimation technique cannot be datasets parameters greater individuals (i.e., p > n). In this article, two existing methods, viz. Refitted Cross Validation (RCV) and kfold-RCV, were suggested for such cases. Moreover, by considering limitations above new Bootstrap-RCV Ensemble method, have been proposed. Furthermore, an R package “varEst” has developed, which contains four different functions implement these methods Least Absolute Shrinkage Selection Operator (LASSO), Squares Regression (LSR) Sparse Additive Models (SpAM). The performances algorithms evaluated using simulated real datasets.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Error Variance Estimation in Ultrahigh Dimensional Additive Models

Error variance estimation plays an important role in statistical inference for high dimensional regression models. This paper concerns with error variance estimation in high dimensional sparse additive model. We study the asymptotic behavior of the traditional mean squared errors, the naive estimate of error variance, and show that it may significantly underestimate the error variance due to sp...

متن کامل

Variance estimation using refitted cross-validation in ultrahigh dimensional regression.

Variance estimation is a fundamental problem in statistical modelling. In ultrahigh dimensional linear regression where the dimensionality is much larger than the sample size, traditional variance estimation techniques are not applicable. Recent advances in variable selection in ultrahigh dimensional linear regression make this problem accessible. One of the major problems in ultrahigh dimensio...

متن کامل

Towards ultrahigh dimensional feature selection for big data

In this paper, we present a new adaptive feature scaling scheme for ultrahigh-dimensional feature selection on Big Data, and then reformulate it as a convex semi-infinite programming (SIP) problem. To address the SIP, we propose an efficient feature generating paradigm. Different from traditional gradient-based approaches that conduct optimization on all input features, the proposed paradigm it...

متن کامل

Spectral Feature Selection for Mining Ultrahigh Dimensional Data

The rapid advance of computer-based high-throughput technology and the ubiquitous use of the web have provided unparalleled opportunities for humans to expand their capabilities in production, services, communications, and research. In this process, immense quantities of high-dimensional data are accumulated, challenging the state-of-the-art machine learning techniques to efficiently produce us...

متن کامل

the test for adverse selection in life insurance market: the case of mellat insurance company

انتخاب نامساعد یکی از مشکلات اساسی در صنعت بیمه است. که ابتدا در سال 1960، توسط روتشیلد واستیگلیتز مورد بحث ومطالعه قرار گرفت ازآن موقع تاکنون بسیاری از پژوهشگران مدل های مختلفی را برای تجزیه و تحلیل تقاضا برای صنعت بیمه عمر که تماما ناشی از عدم قطعیت در این صنعت میباشد انجام داده اند .وهدف از آن پیدا کردن شرایطی است که تحت آن شرایط انتخاب یا کنار گذاشتن یک بیمه گزار به نفع و یا زیان شرکت بیمه ...

15 صفحه اول

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Agriculture

سال: 2023

ISSN: ['2077-0472']

DOI: https://doi.org/10.3390/agriculture13040826