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    <description>recent bookmarks from Vaguery</description>
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    <title>[1208.3380] Consistent selection of tuning parameters via variable selection stability</title>
    <dc:date>2012-08-29T12:27:55+00:00</dc:date>
    <link>http://arxiv.org/abs/1208.3380</link>
    <dc:creator>Vaguery</dc:creator><description><![CDATA[Penalized regression models are popularly used in high-dimensional data analysis to conduct variable selection and model fitting simultaneously. Whereas success has been widely reported in literature, their performances largely depend on the tuning parameters that balance the trade-off between model fitting and model sparsity. Existing tuning criteria mainly follow the route of minimizing the estimated prediction error or maximizing the posterior model probability, such as cross-validation, AIC and BIC. This article introduces a general tuning parameter selection criterion based on a novel concept of variable selection stability. The key idea is to select the tuning parameters so that the resultant penalized regression model is stable in variable selection. The asymptotic selection consistency is established for both fixed and diverging dimensions. The effectiveness of the proposed criterion is also demonstrated in a variety of simulated examples as well as an application to the prostate cancer data.]]></description>
<dc:subject>feature-extraction statistics algorithms symbolic-regression-folks-already-did-this silos</dc:subject>
<dc:source>https://pinboard.in/</dc:source>
<dc:identifier>https://pinboard.in/u:Vaguery/b:33706b5a7848/</dc:identifier>
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    <title>Anthros &amp; Econs: Crossing the chasm | Savage Minds</title>
    <dc:date>2011-08-27T12:56:51+00:00</dc:date>
    <link>http://savageminds.org/2011/07/23/anthros-econs-crossing-the-chasm/</link>
    <dc:creator>Vaguery</dc:creator><description><![CDATA["In their recent book Economic Anthropology, Chris Hann and Keith Hart write about one of their main goals:  “We hope to persuade economists with real world concerns to take an interest in what anthropologists have discovered about the human economy, and in the kinds of theories we have advanced to understand it” (Hann and Hart 2011:9).  However, they also make this point quite clear: “There is not much hope for dialogue with those who define economics exclusively as the application of an individualistic logic of utility maximization to all domains of social life” (Hann and Hart 2011:9).  Ultimately, they say, “The project of economics needs to be rescued from the economists” (Hann and Hart 2011:162)."]]></description>
<dc:subject>anthropology economics cultural-assumptions academia-doesn't-guarantee-acuity silos social-sciences</dc:subject>
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