Over the last five years, gamdist has formed the backbone of my research agenda. While it is very much a work in progress, this paper summarizes everything I have learned about regression. I think it is most useful as a collection of references! Still to come: details on regularization and the alternating direction method of multipliers.

Bob Wilson
Bob Wilson
Decision Scientist

The views expressed on this blog are Bob’s alone and do not necessarily reflect the positions of current or previous employers.