Second-Generation P-Values, Shrinkage, and Regularized Models

نویسندگان
چکیده

برای دانلود رایگان 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

Second Generation Curvelet Shrinkage Model Based Image Denoising

SECOND GENERATION CURVELET SHRINKAGE MODEL BASED IMAGE DENOISING B. Chinna Rao1 and M. Madhavi Latha2 1Department of ECE, R.K. College of Engineering, Vijaywada, A.P. India. E-mail: [email protected] 2Department of ECE, JNTU College of Engineering, Hyderabad, A.P. India. E-mail: [email protected] In this paper, a Second Generation based curvelet shrinkage is proposed for discontinuity...

متن کامل

Second-generation p-values: Improved rigor, reproducibility, & transparency in statistical analyses

Verifying that a statistically significant result is scientifically meaningful is not only good scientific practice, it is a natural way to control the Type I error rate. Here we introduce a novel extension of the p-value-a second-generation p-value (pδ)-that formally accounts for scientific relevance and leverages this natural Type I Error control. The approach relies on a pre-specified interv...

متن کامل

Local Shrinkage Rules, Lévy Processes, and Regularized Regression

We use Lévy processes to generate joint prior distributions, and therefore penalty functions, for a location parameter β = (β1, . . . ,βp) as p grows large. This generalizes the class of local-global shrinkage rules based on scale mixtures of normals, illuminates new connections among disparate methods, and leads to new results for computing posterior means and modes under a wide class of prior...

متن کامل

Distance Shrinkage and Euclidean Embedding via Regularized Kernel Estimation

Although recovering an Euclidean distance matrix from noisy observations is a common problem in practice, how well this could be done remains largely unknown. To fill in this void, we study a simple distance matrix estimate based upon the so-called regularized kernel estimate. We show that such an estimate can be characterized as simply applying a constant amount of shrinkage to all observed pa...

متن کامل

OPTIMAL SHRINKAGE OF SINGULAR VALUES By

We consider recovery of low-rank matrices from noisy data by shrinkage of singular values, in which a single, univariate nonlinearity is applied to each of the empirical singular values. We adopt an asymptotic framework, in which the matrix size is much larger than the rank of the signal matrix to be recovered, and the signal-to-noise ratio of the low-rank piece stays constant. For a variety of...

متن کامل

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: Frontiers in Ecology and Evolution

سال: 2019

ISSN: 2296-701X

DOI: 10.3389/fevo.2019.00486