We introduce a fast stepwise regression method, called the orthogonal greedy algorithm (OGA), that selects input variables to enter a p-dimensional linear regression model (with p ≫ n, the sample size ...

Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation Model selection and forecasting in stress tests can be facilitated using machine learning techniques. These techniques have ...

In linear regression with functional predictors and scalar responses, it may be advantageous, particularly if the function is thought to contain features at many scales, to restrict the coefficient ...

• A prediction model for assessing the risk of coagulation disorders after coronary artery bypass grafting (CABG) was developed and demonstrated good prediction performance in elderly individuals, ...

Dr. James McCaffrey from Microsoft Research presents a complete end-to-end demonstration of the linear support vector regression (linear SVR) technique, where the goal is to predict a single numeric ...

In this module, we will introduce generalized linear models (GLMs) through the study of binomial data. In particular, we will motivate the need for GLMs; introduce the binomial regression model, ...