Sökning: "Nonparametric variable selection"

Hittade 2 avhandlingar innehållade orden Nonparametric variable selection.

1. 1. Learning local predictive accuracy for expert evaluation and forecast combination

   Författare :Oscar Oelrich; Mattias Villani; Francesco Ravazzolo; Stockholms universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Bayesian; forecast combination; predictive density; Gaussian process; bootstrap; Bayes factors; model selection; Bayesian predictive synthesis; nonparametric methods; power transformation; expected log predictive density; variable selection; statistik; Statistics;

   Sammanfattning : This thesis consists of four papers that study several topics related to expert evaluation and aggregation. Paper I explores the properties of Bayes factors. Bayes factors, which are used for Bayesian hypothesis testing as well as to aggregate models using Bayesian model averaging, are sometimes observed to behave erratically. LÄS MER

3. 2. Valid causal inference in high-dimensional and complex settings

   Författare :Niloofar Moosavi; Xavier de Luna; Jenny Häggström; Edward Kennedy; Umeå universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Causal inference; high dimension; sensitivity analysis; variable selection; convolutional neural network; semiparametric efficiency bound; Statistics; statistik;

   Sammanfattning : The objective of this thesis is to consider some challenges that arise when conducting causal inference based on observational data. High dimensionality can occur when it is necessary to adjust for many covariates, and flexible models must be used to meet convergence assumptions. The latter may require the use of a novel machine learning estimator. LÄS MER