Wavelet-Based LASSO in Functional Linear Regression
نویسندگان
چکیده
منابع مشابه
Wavelet-based Weighted LASSO and Screening approaches in functional linear regression
One useful approach for fitting linear models with scalar outcomes and functional predictors involves transforming the functional data to wavelet domain and converting the data fitting problem to a variable selection problem. Applying the LASSO procedure in this situation has been shown to be efficient and powerful. In this paper we explore two potential directions for improvements to this meth...
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1 Appendix B: Additional proofs of theorems . . . . . . . . . . . . . . . 2 1.1 Proof of Theorem 4.2 . . . . . . . . . . . . . . . . . . . . . . . . . 2 1.2 Proof of Theorem 4.3 . . . . . . . . . . . . . . . . . . . . . . . . . 17 2 Appendix D: Proofs of technical lemmas . . . . . . . . . . . . . . . . . 21 3 Appendix C: Additional simulation . . . . . . . . . . . . . . . . . . . . 44 4 Appendi...
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ژورنال
عنوان ژورنال: Journal of Computational and Graphical Statistics
سال: 2012
ISSN: 1061-8600,1537-2715
DOI: 10.1080/10618600.2012.679241