相关论文: Component selection and smoothing in multivariate …

Similar to variable selection in the linear regression model, selecting significant components in the popular additive regression model is of great interest. However, such components are unknown smooth functions of independent variables,…

We study the Cox models with semiparametric relative risk, which can be partially linear with one nonparametric component, or multiple additive or nonadditive nonparametric components. A penalized partial likelihood procedure is proposed to…

For multivariate nonparametric regression, functional analysis-of-variance (ANOVA) modeling aims to capture the relationship between a response and covariates by decomposing the unknown function into various components, representing main…

The LASSO is an attractive regularisation method for linear regression that combines variable selection with an efficient computation procedure. This paper is concerned with enhancing the performance of LASSO for square-free hierarchical…

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 proposed to model nonlinear relationships when the number of…

Large samples have been generated routinely from various sources. Classic statistical models, such as smoothing spline ANOVA models, are not well equipped to analyze such large samples due to expensive computational costs. In particular,…

We consider model selection and estimation for partial spline models and propose a new regularization method in the context of smoothing splines. The regularization method has a simple yet elegant form, consisting of roughness penalty on…

Modern variable selection procedures make use of penalization methods to execute simultaneous model selection and estimation. A popular method is the LASSO (least absolute shrinkage and selection operator), the use of which requires…

In this paper, we propose a novel method to select significant variables and estimate the corresponding coefficients in multiple-index models with a group structure. All existing approaches for single-index models cannot be extended…

We consider the problem of non-parametric regression with a potentially large number of covariates. We propose a convex, penalized estimation framework that is particularly well-suited for high-dimensional sparse additive models. The…

In this paper, we will outline a novel data-driven method for estimating functions in a multivariate nonparametric regression model based on an adaptive knot selection for B-splines. The underlying idea of our approach for selecting knots…

In this paper, we study the model selection and structure specification for the generalised semi-varying coefficient models (GSVCMs), where the number of potential covariates is allowed to be larger than the sample size. We first propose a…

We propose a new sparse regression method called the component lasso, based on a simple idea. The method uses the connected-components structure of the sample covariance matrix to split the problem into smaller ones. It then solves the…

We present a new class of methods for high-dimensional nonparametric regression and classification called sparse additive models (SpAM). Our methods combine ideas from sparse linear modeling and additive nonparametric regression. We derive…

We consider a nonparametric additive model of a conditional mean function in which the number of variables and additive components may be larger than the sample size but the number of nonzero additive components is "small" relative to the…

Semiparametric regression offers a flexible framework for modeling non-linear relationships between a response and covariates. A prime example are generalized additive models where splines (say) are used to approximate non-linear functional…

It has become commonplace to use complex computer models to predict outcomes in regions where data does not exist. Typically these models need to be calibrated and validated using some experimental data, which often consists of multiple…

We study generalized additive partial linear models, proposing the use of polynomial spline smoothing for estimation of nonparametric functions, and deriving quasi-likelihood based estimators for the linear parameters. We establish…

Regression spline is a useful tool in nonparametric regression. However, finding the optimal knot locations is a known difficult problem. In this article, we introduce the Non-concave Penalized Regression Spline. This proposal method not…

We consider a flexible semiparametric quantile regression model for analyzing high dimensional heterogeneous data. This model has several appealing features: (1) By considering different conditional quantiles, we may obtain a more complete…