Residential College | false |
Status | 已發表Published |
Sparse poisson regression with penalized weighted score function | |
Jia,Jinzhu1; Xie,Fang2; Xu,Lihu3,4 | |
2019 | |
Source Publication | Electronic Journal of Statistics |
ISSN | 1935-7524 |
Volume | 13Issue:2Pages:2898-2920 |
Abstract | By introducing a weighted score function, we propose a new penalized method, similar to square root lasso, to study sparse Poisson regression problems. The corresponding new estimator not only has 1 consistency but also enjoys the tuning free property. We further verify our theoretical results by numerical simulations and apply them to an image reconstruction problem. |
Keyword | Image Reconstruction Moderate Deviation Poisson Regression Tuning-free ℓ1 Consistency ℓ1 Penalization |
DOI | 10.1214/19-EJS1580 |
URL | View the original |
Language | 英語English |
WOS ID | WOS:000505695800016 |
Scopus ID | 2-s2.0-85073385624 |
Fulltext Access | |
Citation statistics | |
Document Type | Journal article |
Collection | University of Macau |
Affiliation | 1.School of Public Health and Center for Statistical Science,Peking University,Beijing,China 2.School of Mathematics and Statistics,Wuhan University,Wuhan,430072,China 3.Department of Mathematics,Faculty of Science and Technology,University of Macau,Taipa,Av. Padre Tomás Pereira,Macao 4.UMacau Zhuhai Research Institute,Zhuhai,China |
Recommended Citation GB/T 7714 | Jia,Jinzhu,Xie,Fang,Xu,Lihu. Sparse poisson regression with penalized weighted score function[J]. Electronic Journal of Statistics, 2019, 13(2), 2898-2920. |
APA | Jia,Jinzhu., Xie,Fang., & Xu,Lihu (2019). Sparse poisson regression with penalized weighted score function. Electronic Journal of Statistics, 13(2), 2898-2920. |
MLA | Jia,Jinzhu,et al."Sparse poisson regression with penalized weighted score function".Electronic Journal of Statistics 13.2(2019):2898-2920. |
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