Open Access. Powered by Scholars. Published by Universities.®
Articles 1 - 1 of 1
Full-Text Articles in Business
Sparse Model Selection Using Information Complexity, Yaojin Sun
Sparse Model Selection Using Information Complexity, Yaojin Sun
Doctoral Dissertations
This dissertation studies and uses the application of information complexity to statistical model selection through three different projects. Specifically, we design statistical models that incorporate sparsity features to make the models more explanatory and computationally efficient.
In the first project, we propose a Sparse Bridge Regression model for variable selection when the number of variables is much greater than the number of observations if model misspecification occurs. The model is demonstrated to have excellent explanatory power in high-dimensional data analysis through numerical simulations and real-world data analysis.
The second project proposes a novel hybrid modeling method that utilizes a mixture …