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| DC 欄位 | 值 | 語言 |
|---|---|---|
| dc.contributor.advisor | 銀慶剛(Ching-Kang Ing) | |
| dc.contributor.author | Tzu-Chang Cheng | en |
| dc.contributor.author | 鄭子長 | zh_TW |
| dc.date.accessioned | 2021-06-08T06:32:27Z | - |
| dc.date.copyright | 2006-07-31 | |
| dc.date.issued | 2006 | |
| dc.date.submitted | 2006-07-23 | |
| dc.identifier.citation | Breiman, L. and Freedman, D. (1983). How many variables should be entered in a regression equation. J. Amer. Statist. Assoc. 78 131-136.
B¨uhmann, P. and Yu, B. (2003). Boosting with the l2loss: regression and classification. J. Amer. Statist. Assoc. 98 324-339. B¨uhmann, P. (2006). Boosting for high-dimensional linear models. To appear in the Ann. Statist. 34. Burnham, K. P. and Anderson, D. R. (2002). Model selection and inference: a practical information theoretical approach (2nd ed.). Springer-Verlag, New York. Findley, D. F. and Wei, C. Z. (1993). Moment bounds for deriving time series CLT’s and model selection procedures . Statistica Sinica 3 453-480. Freund, Y. and Schapire, R. (1996). Experiments with a new boosting algorithm. In Machine Learning: Proc. Thirteenth Intern. Conf. Morgan Kauffman. Freedman, J. (2001). Greedy function approximation: a gradient boosting machine. Ann. Statist. 29 1189-1232. Ing, C. K. and Wei, C. Z. (2003). On same-realization prediction in an infinite-order autoregressive process. Journal of Multivariate Anal. 85 130-155. Ing, C. K. and Wei, C. Z. (2005). Order selection for same-realization predictions in autoregressive processes. Ann. Statist. 33 2423-2474. Shibata, R. (1981). An optimal selection of regression variables. Biometrika 68 45-54. Temlyakov, V. (2000). Weak greedy algorithm. Adv. Comput. Math. 12 213-227. Wei, C. Z. (1987). Adaptive prediction by least squares predictors in stochastic regression models with application to time series. Ann. Statist. 15 1667-1682. | |
| dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/25832 | - |
| dc.description.abstract | We examine the stochastic properties of L2Boosting estimator with rigorous treatment. Our research focuses on the weak orthogonal greedy algorithm because of its accessibility to analysis. Under mild conditions, the uniform law of large number of the optimal L2Boosting
estimator is established and the uniqueness of the optimal selection path is suggested. Based on the established results, we derive the exact asymptotic form for mean squared prediction error of L2Boosting estimator, and an algebraic tradeoff between squared bias and variance is found. The asymptotic expression serves as preliminaries for the future investigation on the optimal stopping rule of L2Boosting algorithm. | en |
| dc.description.provenance | Made available in DSpace on 2021-06-08T06:32:27Z (GMT). No. of bitstreams: 1 ntu-95-R92323047-1.pdf: 351566 bytes, checksum: ff923f859b3a3bc57ebbb78e45f47087 (MD5) Previous issue date: 2006 | en |
| dc.description.tableofcontents | 1 Introduction 1
2 L2Boosting Regression Model 3 2.1 Weak orthogonal greedy algorithm (Population version) . . . . 4 2.2 Uniform bound of weak orthogonal greedy algorithm from Temlyakov (2000) . . . . . . . . . . . . . . . . . . . . . . . . . 4 2.3 Weak orthogonal greedy algorithm (Sample version) . . . . . . 5 2.4 Weak orthogonal greedy algorithm (Semi-Population version) . 5 3 Proof of Preparatory Probability Bounds 7 4 The Uniqueness of Selection Path 17 5 The MSPE of The Boosting Predictor 19 6 Conclusion 32 References 32 | |
| dc.language.iso | en | |
| dc.title | 偏誤模型下L2Boosting估計法的極限預測方差 | zh_TW |
| dc.title | Asymptotic Mean Squared Prediction Error of Boosting
Estimator under Misspecified Models | en |
| dc.type | Thesis | |
| dc.date.schoolyear | 94-2 | |
| dc.description.degree | 碩士 | |
| dc.contributor.oralexamcommittee | 陳素雲(Su-Yun Huang),張源俊(Yuan-chin Ivan Chang),俞淑惠(Shu-hui Yu),李育杰(Yuh-Jye Lee) | |
| dc.subject.keyword | 預測方差,L2Boosting,模型選擇,WGA,WOGA, | zh_TW |
| dc.subject.keyword | asymptotic mean squared prediction error,L2Boosting,model selection,weak greedy algorithm,weak greedy orthogonal algorithm, | en |
| dc.relation.page | 33 | |
| dc.rights.note | 未授權 | |
| dc.date.accepted | 2006-07-24 | |
| dc.contributor.author-college | 社會科學院 | zh_TW |
| dc.contributor.author-dept | 經濟學研究所 | zh_TW |
| 顯示於系所單位： | 經濟學系 | |
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