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...
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Định dạng: | Luận văn |
Ngôn ngữ: | English |
Được phát hành: |
2016
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