# Questions tagged [parameterization]

For questions about how to parameterize some statistical model, or comparisons between different ways to parameterize.

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### Asymptotic property of tuning parameter in penalized regression

I'm currently working on asymptotic properties of penalized regression. I've read a myriad of papers by now, but there is an essential issue that I cannot get my head around. To keep things simple, I'...
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### Probability distribution over shapes (or: How to parameterize arbitrary polygons)

Has there been work on modeling variations of a 2D shape? E.g., say you want a distribution over 5-sided polygons, or over ellipses, or curved shapes? For simple shapes, like circles, rectangles, ...
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### Family of flexible parametric mappings $f_\theta:(0,1) \rightarrow \mathbb{R}$?

For the purpose of reparameterizing a model (mostly with the goal of improving MCMC efficiency), I am looking for a family of flexible parametric mappings $f_\theta:(0,1) \rightarrow \mathbb{R}$ such ...
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### How to parameterize coefficient matrix to restrict eigenvalues?

Consider the $r-$dimensional autoregression $$y_t = Ay_{t-1} + v_t, v_t \overset{iid}{\sim}N(0,\Sigma).$$ It is well known that if all eigenvalues of $A$ have modulus less than unity then this ...
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