对于非参数增量模型的内核仿制品选择
Xiaowu Dai1, Xiang Lyu1, Lexin Li1
1University of California, Berkeley.
Journal of the American Statistical Association
|December 25, 2023
概括
这项研究为非参数添加模型引入了一种新的内核仿制方法,确保对任何样本大小的错误发现率 (FDR) 控制. 该方法在统计建模中提供了改进的变量选择.
科学领域:
- 统计 统计 统计 统计
- 机器学习 机器学习
背景情况:
- 非参数添加模型提供了灵活性和可解释性的平衡.
- 现有的可变选择方法通常无法控制错误发现率 (FDR) 没有大样本大小.
- 淘汰框架为FDR控制提供了强大的方法,但对非参数模型的适用性有限.
研究的目的:
- 为非参数添加模型开发一种基于淘汰的新型变量选择程序.
- 为了确保有限样本FDR控制非参数变量选择.
- 在非参数设置中增强变量选择的功率.
主要方法:
- 为了提高稳定性,将仿真与亚样本集成.
- 随机特征映射用于非参数函数近似的应用.
- 为添加模型量身定制的内核仿制品选择程序的开发.
主要成果:
- 拟议的方法保证了所有样本大小的FDR控制.
- 随着样本大小的增加,达到接近1的非对称功率.
- 通过模拟和与现有方法的比较来证明有效性.
结论:
- 新型内核淘汰程序有效地解决了非参数变量选择中的局限性.
- 在非参数添加模型中提供FDR控制的统计严格方法.
- 为统计推断和机器学习方法提供了宝贵的贡献.
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