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Penalizovaná neparametrická regrese
| Thesis title in Czech: | Penalizovaná neparametrická regrese |
|---|---|
| Thesis title in English: | Penalized nonparametric regression |
| Academic year of topic announcement: | 2025/2026 |
| Thesis type: | Bachelor's thesis |
| Thesis language: | |
| Department: | Department of Probability and Mathematical Statistics (32-KPMS) |
| Supervisor: | prof. RNDr. Ivan Mizera, CSc. |
| Author: |
| Guidelines |
| Práce podá teoretický výklad a praktické ukázky metodologie neparametrické regrese pomocí splinů vycházejících z penalizace (tzv. smoothing splines). Kromě standardní teorie bude jistá pozornost věnována taky alternativním penaltám vycházejícím z pojmu totální variace funkce. |
| References |
| Peter J. Green, Bernard W. Silverman: Nonparametric Regression and Generalized Linear Models. Chapman & Hall, 1994.
Gareth James, Daniela Witten, Trevor Hastie, Robert Tibshirani: An Introduction to Statistical Learning (with Applications in R). Springer, 2021. Roger Koenker, Pin Ng, and Steve Portnoy: Quantile Smoothing Splines. Biometrika 81 (1994), 673-680. |