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Oscillation of Metropolis-Hastings and simulated annealing algorithms around LASSO estimator.
Azzouz Dermoune
Daoud Ounaissi
Nadji Rahmania
Published in:
Math. Comput. Simul. (2017)
Keyphrases
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simulated annealing
metropolis hastings
least squares
sampling algorithm
genetic algorithm
model selection
cross validation
random sampling