The DOI matches its Crossref record; 2 of the 2 references it cites were found in a registry or an index.
Better Subset Regression Using the Nonnegative Garrote
Abstract
A new method, called the nonnegative (nn) garrote, is proposed for doing subset regression. It both shrinks and zeroes coefficients. In tests on real and simulated data, it produces lower prediction error than ordinary subset selection. It is also compared to ridge regression. If the regression equations generated by a procedure do not change drastically with small changes in the data, the procedure is called stable. Subset selection is unstable, ridge is very stable, and the nn-garrote is intermediate. Simulation results illustrate the effects of instability on prediction error.
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Citations
Cites
Regression shrinkage and selection via the lasso
Tibshirani, R. (1996) · Journal of the Royal Statistical Society Series B: Statistical Methodology · doi:10.1111/j.2517-6161.1996.tb02080.x · Cited by 51,482
Solving Least Squares Problems
Lawson, C. L., & Hanson, R. J. (1995) · doi:10.1137/1.9781611971217 · Cited by 7,103
Cited by
Efron, B., Hastie, T., Johnstone, I., & Tibshirani, R. (2004) · The Annals of Statistics · doi:10.1214/009053604000000067 · Cited by 9,357
The adaptive lasso and its oracle properties
Zou, H. (2006) · Journal of the American Statistical Association · doi:10.1198/016214506000000735 · Cited by 7,470
Model Selection and Estimation in Regression with Grouped Variables
Yuan, M., & Lin, Y. (2006) · Journal of the Royal Statistical Society Series B: Statistical Methodology · doi:10.1111/j.1467-9868.2005.00532.x · Cited by 7,261
Channel Pruning for Accelerating Very Deep Neural Networks
He, Y., Zhang, X., & Sun, J. (2017) · 2017 IEEE International Conference on Computer Vision (ICCV) · doi:10.1109/iccv.2017.155 · Cited by 2,647
Model selection and estimation in the Gaussian graphical model
Yuan, M., & Lin, Y. (2007) · Biometrika · doi:10.1093/biomet/asm018 · Cited by 1,627
Metadata
- Authors
- Breiman, L.
- Venue
- Technometrics
- Publisher
- Informa UK Limited
- Published
- 1995-11
- Volume
- 37
- Issue
- 4
- Pages
- 373-384
- ISSN
- 0040-1706 (ISSN-L)
- 1537-2723
- OpenAlex
- W2070094080
- Cited by
- 1,043
- References
- 2
- FWCI
- 6.07
- Type
- journal article
- Language
- en
- Open access
- closed
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