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DTSTART;TZID=America/Los_Angeles:20200921T150000
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SUMMARY:Applied Math Talk: Variable Selection via Arbitrary Rectangle-Range Generalized Elastic Net given by Yujia Ding (CGU)
DESCRIPTION:We propose a regularization and variable selection method\, named arbitrary rectangle-range generalized elastic net (ARGEN). It can be applied in high dimensional sparse linear regression models. We propose an algorithm to solve ARGEN; it is an extension of multiplicative updates. Multiple simulation studies and a real-world application in the stock market show that ARGEN applies to more complicated problems\, outperforms and extends the lasso\, ridge\, and elastic net.
URL:https://colleges.claremont.edu/ccms/event/applied-math-talk-given-by-yujia-ding-cgu/
LOCATION:Emmy Noether Room\, Millikan 1021\, Pomona College\, 610 N. College Ave.\, Claremont\, California\, 91711
CATEGORIES:Applied Math Seminar
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