Work

Multivariate Regression with Calibration.

Year: 2014

Type: article

Abstract: is a pre-specified numerical accuracy. Theoretically, we prove that CMR achieves the optimal rate of convergence in parameter estimation. We illustrate the usefulness of CMR by thorough numerical simulations and show that CMR consistently outperforms other high dimensional multivariate regression methods. We also apply CMR on a brain activity prediction problem and find that CMR is as competitive as the handcrafted model created by human experts.

Source: PubMed

Authors: Han Liu, Lie Wang, Tuo Zhao

Institutions: Princeton University, Massachusetts Institute of Technology, Johns Hopkins University

Language: English

Topic: Statistical Methods and Inference

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

Funders: National Institute of Mental Health, National Human Genome Research Institute, National Institute of General Medical Sciences

Awards: Statistical and Computational Tools for Next-generation ChIP-seq Applications, Preprocessing and Analysis Tools for High-Throughput Technologies, Large-Scale Semiparametric Graphical Models with Applications to Neuroscience

OpenAlex ID: W2105410888

FWCI: 2.975

Cites: 25

Cited by: 29

Related to: 10