基于DP算法的变量选择

doi:10.6040/j.issn.1671-9352.0.2020.673

《山东大学学报(理学版)》 ›› 2021, Vol. 56 ›› Issue (9): 81-86.doi: 10.6040/j.issn.1671-9352.0.2020.673

• • 上一篇

基于DP算法的变量选择

王秀丽

曲阜师范大学统计学院, 山东曲阜 273165

发布日期:2021-09-13
作者简介:王秀丽(1985— ),女,博士,讲师,研究方向为高维数据分析. E-mail:stat_sci@126.com
基金资助:
山东省自然科学基金资助项目(ZR2020QA021)

Variable selection based on DP algorithm

WANG Xiu-li

School of Statistics, Qufu Normal University, Qufu 273165, Shandong, China

Published:2021-09-13

摘要/Abstract

摘要： 在DP算法的基础上,提出了新的PDP算法,来实现带有惩罚函数的目标函数中参数估计的计算问题。新算法为基于惩罚函数的变量选择方法在计算上的实现提供了新的选择,同时通过数据模拟分析验证了新算法的有效性。

关键词: 变量选择, 惩罚函数, PDP算法

Abstract: This paper proposes a new algorithm to compute the estimates of parameters in the objective function with the penalty function. This algorithm is given based on the DP algorithm, and provides an alternative approach to work out the minimization of penalized least squares function. Simulation studies are conducted to assess the finite sample performance of the proposed algorithm.

Key words: variable selection, penalty function, Penalized-DP algorithm

中图分类号:

O212

王秀丽. 基于DP算法的变量选择[J]. 《山东大学学报(理学版)》, 2021, 56(9): 81-86.

WANG Xiu-li. Variable selection based on DP algorithm[J]. JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE), 2021, 56(9): 81-86.

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基于DP算法的变量选择

Variable selection based on DP algorithm

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