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Sparse estimates in GLM with environmental application
Autoři | |
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Rok publikování | 2009 |
Druh | Konferenční abstrakty |
Fakulta / Pracoviště MU | |
Citace | |
Popis | We give some minimal theoretical background of the sparse estimation technique based on the four-step Basis Pursuit Algorithm (BPA4) and sketch briefly its steps. The new concept is illustrated by two application examples: (1) simulation study proving better numerical stability in contrast with standard estimation methods, (2) strongly rank-deficient environmental GLM of air pollution by suspended particulate matter. |
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