Second order proximal methods applied to elastic net penalised vector generalised linear models
The Vector Generalised Linear Model (VGLM) framework extends Generalised Linear Models (GLMs) to a large number of univariate and multivariate statistical models. The object of this thesis is to study the estimation of the maximum elastic net penalised log-likelihood of VGLM models. As the elastic n...
| 1. Verfasser: | |
|---|---|
| Weitere Verfasser: | |
| Format: | Abschlussarbeit |
| Sprache: | English |
| Veröffentlicht: |
2016
|