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Recursive bias estimation and L_2 boosting| old_uid | 4718 |
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| title | Recursive bias estimation and L_2 boosting |
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| start_date | 2008/05/05 |
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| schedule | 13h30 |
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| online | no |
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| summary | We present a general iterative bias correction procedure for regression smoothers. This bias reduction schema is shown to correspond operationally to the L_2 boosting algorithm and provides a new statistical interpretation for L_2 boosting. We analyze the behavior of the boosting algorithm applied to common smoothers S which we show depend on the spectrum of I-S. We present examples of common smoother for which boosting generates a divergent sequence. The statistical interpretation suggest combining algorithm with an appropriate stopping rule for the iterative procedure. Finally we illustrate the practical finite sample performances of the iterative smoother via a simulation study. |
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| responsibles | Stoltz |
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