2017
Robust distributed lag models using data adaptive shrinkage
Chen Y, Mukherjee B, Adar S, Berrocal V, Coull B. Robust distributed lag models using data adaptive shrinkage. Biostatistics 2017, 19: 461-478. PMID: 29040386, PMCID: PMC6454578, DOI: 10.1093/biostatistics/kxx041.Peer-Reviewed Original ResearchConceptsDistributed lag modelsDistributed LagLag modelTime series dataEffects of air pollutionBias-variance trade-offGeneralized ridge regressionShrinkage methodAir pollution studiesHierarchical Bayes approachShrinkage approachTime seriesDl functionAir pollutionPollution studiesEffect estimatesTrade-offsExtensive simulation studyDependent variableShrinking coefficientsMean square errorLagSimulation studyBayes approachRidge regression
2015
A Small-Sample Choice of the Tuning Parameter in Ridge Regression.
Boonstra P, Mukherjee B, Taylor J. A Small-Sample Choice of the Tuning Parameter in Ridge Regression. Statistica Sinica 2015, 25: 1185-1206. PMID: 26985140, PMCID: PMC4790465, DOI: 10.5705/ss.2013.284.Peer-Reviewed Original Research
2012
Incorporating auxiliary information for improved prediction in high-dimensional datasets: an ensemble of shrinkage approaches
Boonstra P, Taylor J, Mukherjee B. Incorporating auxiliary information for improved prediction in high-dimensional datasets: an ensemble of shrinkage approaches. Biostatistics 2012, 14: 259-272. PMID: 23087411, PMCID: PMC3590922, DOI: 10.1093/biostatistics/kxs036.Peer-Reviewed Original ResearchConceptsHigh-dimensional datasetsAuxiliary informationRidge estimatorBayesian alternativeOutcome YSimulation studyEstimates of BShrinkage approachBiological processesRidge regressionGene expression datasetsDatasetGenomic technologiesMicroarray technologyOptimal choiceBalance efficiencyX.EstimationPrediction errorPolymerase chain reactionBiological phenomenaInformationTechnologyQuantitative real-time polymerase chain reaction