Thesis
Second order proximal methods applied to elastic net penalised vector generalised linear models
- Abstract:
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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 net penalty has a separable non-differentiable part, second-order proximal methods are considered. For VGLMs, depending on the model, it may be more convenient to use the Fisher information matrix i...
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Bibliographic Details
- Type of award:
- MSc by Research
- Level of award:
- Masters
- Awarding institution:
- University of Oxford
Item Description
- Language:
- English
- UUID:
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uuid:4d41dc36-4c62-4911-8eef-97e4e2bcd59d
- Deposit date:
- 2016-09-28
Terms of use
- Copyright holder:
- Nortier, B
- Copyright date:
- 2016
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