Regularization methods allow one to handle a variety of inferential problems where there are more covariates than cases. This allows one to consider a potentially enormous number of covariates for a ...

Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 73, No. 5 (NOVEMBER 2011), pp. 711-728 (18 pages) The paper addresses a 'large p-small n' problem in a time series ...

The data science doctor continues his exploration of techniques used to reduce the likelihood of model overfitting, caused by training a neural network for too many iterations. Regularization is a ...