Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation Model selection and forecasting in stress tests can be facilitated using machine learning techniques. These techniques have ...

We introduce a fast stepwise regression method, called the orthogonal greedy algorithm (OGA), that selects input variables to enter a p-dimensional linear regression model (with p ≫ n, the sample size ...

We show that the homotopy algorithm of Osborne, Presnell, and Turlach (2000), which has proved such an effective optimal path following method for implementing Tibshirani's "lasso" for variable ...

• A prediction model for assessing the risk of coagulation disorders after coronary artery bypass grafting (CABG) was developed and demonstrated good prediction performance in elderly individuals, ...

Dr. James McCaffrey from Microsoft Research presents a complete end-to-end demonstration of the linear support vector regression (linear SVR) technique, where the goal is to predict a single numeric ...

TUESDAY, May 27, 2025 (HealthDay News) -- The least absolute shrinkage and selection operator-logistic regression (Lasso-LR) model is optimal for predicting in-hospital mortality for adult patients ...

In this module, we will introduce generalized linear models (GLMs) through the study of binomial data. In particular, we will motivate the need for GLMs; introduce the binomial regression model, ...