Variable selection for the multicategory SVM via adaptive sup-norm regularization (2008)
Zhang, Hao Helen, Liu, Yufeng, Wu, Yichao, Zhu, Ji
The Support Vector Machine (SVM) is a popular classification paradigm in machine learning and has achieved great success in real applications. However, the standard SVM can not select variables...
Component selection and smoothing in multivariate nonparametric regression (2007)
We propose a new method for model selection and model fitting in multivariate nonparametric regression models, in the framework of smoothing spline ANOVA. The ``COSSO'' is a method of regularization...
Component selection and smoothing in multivariate nonparametric regression (2006)
We propose a new method for model selection and model fitting in multivariate nonparametric regression models, in the framework of smoothing spline ANOVA. The “COSSO” is a method of...
Department Of Statistics (2003)
Yi Lin, Lin And, Hao Helen Zhang
We propose a new method for model selection and model fitting in nonparametric regression models, in the framework of smoothing spline ANOVA. The "COSSO" is a method of regularization with the...
Variable Selection and Model Building via Likelihood Basis Pursuit
Hao Helen Zhang, Grace Wahba, Yi Lin, Meta Voelker, Michael Ferris, Ronald Klein, ...
Adaptive Lasso for Cox's proportional hazards model
We investigate the variable selection problem for Cox's proportional hazards model, and propose a unified model selection and estimation procedure with desired theoretical properties and...