Ontology highlight
ABSTRACT:
SUBMITTER: Hirose Y
PROVIDER: S-EPMC7597096 | biostudies-literature | 2020 Sep
REPOSITORIES: biostudies-literature
Entropy (Basel, Switzerland) 20200916 9
We propose regularization methods for linear models based on the Lq-likelihood, which is a generalization of the log-likelihood using a power function. Regularization methods are popular for the estimation in the normal linear model. However, heavy-tailed errors are also important in statistics and machine learning. We assume <i>q</i>-normal distributions as the errors in linear models. A <i>q</i>-normal distribution is heavy-tailed, which is defined using a power function, not the exponential f ...[more]