0000000000972549
AUTHOR
G. Sottile
Sensitivity of the Cherenkov Telescope Array to a dark matter signal from the Galactic centre
Full list of authors: Acharyya, A.; Adam, R.; Adams, C.; Agudo, I.; Aguirre-Santaella, A.; Alfaro, R.; Alfaro, J.; Alispach, C.; Aloisio, R.; Alves Batista, R.; Amati, L.; Ambrosi, G.; Angüner, E. O.; Antonelli, L. A.; Aramo, C.; Araudo, A.; Armstrong, T.; Arqueros, F.; Asano, K.; Ascasíbar, Y. Ashley, M.; Balazs, C.; Ballester, O.; Baquero Larriva, A.; Barbosa Martins, V.; Barkov, M.; Barres de Almeida, U.; Barrio, J. A.; Bastieri, D.; Becerra, J.; Beck, G.; Becker Tjus, J.; Benbow, W.; Benito, M.; Berge, D.; Bernardini, E.; Bernlöhr, K.; Berti, A.; Bertucci, B.; Beshley, V.; Biasuzzi, B.; Biland, A.; Bissaldi, E.; Biteau, J.; Blanch, O.; Blazek, J.; Bocchino, F.; Boisson, C.; Bonneau Arbe…
Tuning parameter selection in LASSO regression
We propose a new method to select the tuning parameter in lasso regression. Unlike the previous proposals, the method is iterative and thus it is particularly efficient when multiple tuning parameters have to be selected. The method also applies to more general regression frameworks, such as generalized linear models with non-normal responses. Simulation studies show our proposal performs well, and most of times, better when compared with the traditional Bayesian Information Criterion and Cross validation.