| 自适应弹性网络的变量选择一致性 |
| |
| 引用本文： | 陈静,张会芝.自适应弹性网络的变量选择一致性[J].河南师范大学学报(自然科学版),2013,41(1):166-169. |
| |
| 作者姓名： | 陈静 张会芝 |
| |
| 作者单位： | 1. 河南机电高等专科学校基础部,河南新乡,453002
2. 河南师范大学计算机与信息工程学院,河南新乡,453007 |
| |
| 基金项目： | 河南省教育厅自然科学研究计划项目(12A120005) |
| |
| 摘 要： | 针对样本维数随着样本个数变化的情况,研究了自适应弹性网络变量选择的一致性.首先在部分正交条件下,证明了初始的单变量回归子是零一致的,然后据此证明了自适应弹性网络能取得一致的变量选择.从渐近性能的角度考虑,所得结论是现有方法在超高维空间里的推广.
|
| 关 键 词： | 自适应弹性网络 变量选择 一致性 |
The Consistent Variable Selection of the Adaptive Elastic Net |
| |
| CHEN Jing
,
ZHANG Huizhi.The Consistent Variable Selection of the Adaptive Elastic Net[J].Journal of Henan Normal University(Natural Science),2013,41(1):166-169. |
| |
| Authors: | CHEN Jing ZHANG Huizhi |
| |
| Institution: | 1.Department of Basic Science,Henan Mechanical and Electrical Engineering College,Xinxiang 453002,China; 2.College of Computer and Information Engineering,Henan Normal University,Xinxiang 453007,China) |
| |
| Abstract: | The consistent variable selection of the adaptive elastic net is studied for the case where the dimension of the sample may vary with the sample size.Under a partial orthogonality condition,the initial univariate regression estimator is proved to be zero-consistent,based on which the consistent variable selection of the adaptive elastic net is achieved.From the view of asymptotic property,the obtained results can be considered as the extension of the existed methods to the hyper-high dimensional space. |
| |
| Keywords: | adaptive elastic net variable selection consistency |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
|
