Estimator of prediction error based on approximate message passing for penalized linear regression
Work
Year: 2018
Type: article
Abstract: We propose an estimator of prediction error using an approximate message passing (AMP) algorithm that can be applied to a broad range of sparse penalties. Following Stein's lemma, the estimator of the... more
Author Ayaka Sakata
Institutions The Institute of Statistical Mathematics, The Graduate University for Advanced Studies, SOKENDAI
Cites: 27
Cited by: 3
Related to: 10
FWCI: 0.177
Citation percentile (by year/subfield): 54.67
Subfield: Computational Mechanics
Field: Engineering
Domain: Physical Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: hybrid