Least angle regression
The purpose of model selection algorithms such as All Subsets, Forward Selection and Backward Elimination is to choose a linear model on the basis of the same set of data to whi...
The purpose of model selection algorithms such as All Subsets, Forward Selection and Backward Elimination is to choose a linear model on the basis of the same set of data to whi...
Journal Article Ideal spatial adaptation by wavelet shrinkage Get access David L Donoho, David L Donoho Department of Statistics, Stanford University, Stanford, California, U.S....
Abstract We attempt to recover a function of unknown smoothness from noisy sampled data. We introduce a procedure, SureShrink, that suppresses noise by thresholding the empirica...
We attempt to recover an unknown function from noisy, sampled data.\nUsing orthonormal bases of compactly supported wavelets, we develop a nonlinear\nmethod which works in the w...
SUMMARY A striking feature of curve estimation is that the smoothing parameter ĥ 0, which minimizes the squared error of a kernel or smoothing spline estimator, is very difficul...
SUMMARY With ideal spatial adaptation, an oracle furnishes information about how best to adapt a spatially variable estimator, whether piecewise constant, piecewise polynomial, ...
We attempt to recover an n-dimensional vector observed in white noise, where n is large and the vector is known to be sparse, but the degree of sparsity is unknown. We consider ...
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