Penalized least squares approximation methods and their applications to stochastic processes

Japanese Journal of Statistics and Data Science - Tập 3 - Trang 513-541 - 2020
Takumi Suzuki1,2, Nakahiro Yoshida1,2
1Graduate School of Mathematical Sciences, University of Tokyo, Tokyo, Japan
2CREST, Japan Science and Technology Agency, Kawaguchi, Japan

Tóm tắt

We construct an objective function that consists of a quadratic approximation term and an $$L^q$$ penalty $$(0

Tài liệu tham khảo

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