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An asymptotically minimax kernel machine

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  • Ghosh, Debashis

Abstract

Recently, a class of machine learning-inspired procedures, termed kernel machine methods, has been extensively developed in the statistical literature. In this note, we construct a so-called ‘adaptively minimax’ kernel machine. Such a construction highlights the limits on the interpretability of such kernel machines.

Suggested Citation

  • Ghosh, Debashis, 2014. "An asymptotically minimax kernel machine," Statistics & Probability Letters, Elsevier, vol. 95(C), pages 33-38.
  • Handle: RePEc:eee:stapro:v:95:y:2014:i:c:p:33-38
    DOI: 10.1016/j.spl.2014.08.005
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    References listed on IDEAS

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    1. Tianxi Cai & Giulia Tonini & Xihong Lin, 2011. "Kernel Machine Approach to Testing the Significance of Multiple Genetic Markers for Risk Prediction," Biometrics, The International Biometric Society, vol. 67(3), pages 975-986, September.
    2. Cressie, N. & Lahiri, S. N., 1993. "The Asymptotic Distribution of REML Estimators," Journal of Multivariate Analysis, Elsevier, vol. 45(2), pages 217-233, May.
    3. Dawei Liu & Xihong Lin & Debashis Ghosh, 2007. "Semiparametric Regression of Multidimensional Genetic Pathway Data: Least-Squares Kernel Machines and Linear Mixed Models," Biometrics, The International Biometric Society, vol. 63(4), pages 1079-1088, December.
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