Many statistical inference methods rely upon selection procedures to estimate a parameter of the joint distribution of explanatory and outcome data, such as the regression function. Within the general framework for loss-based estimation of Dudoit and van der Laan, this project proposes an evolutionary algorithm (EA) as a procedure for risk optimization. We also analyze the size of the parameter space for polynomial regression under an interaction constraints along with constraints on either the polynomial or variable degree.
Biostatistics | Numerical Analysis and Computation | Statistical Methodology | Statistical Theory
Shilane, David; Liang, Richard H.; and Dudoit, Sandrine, "Loss-Based Estimation with Evolutionary Algorithms and Cross-Validation" (November 2007). U.C. Berkeley Division of Biostatistics Working Paper Series. Working Paper 227.