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The Tenth q-bio Summer School - Albuquerque: Computer Lab 13
From Q-bio
Small n, Large p: A primer on modern model selection with application to function estimation
Nick Hengartner Theoretical Biology and Biophysics Theoretical Division Los Alamos National Laboratory
- A simple introduction to nonparametric function estimation
- Regularization
- Ridge regression
- Basics of Bayes
- l_0 penalization and a data augmentation algorithm
- LASSO: l_1 penalization
- Universal thresholding
