Multiple Testing and Variable Selection along Least Angle Regression's path.
Jean-Marc AzaïsYohann de CastroPublished in: CoRR (2019)
Keyphrases
- variable selection
- input variables
- cross validation
- high dimensional
- stochastic search
- model selection
- dimension reduction
- linear models
- group lasso
- ensemble selection
- computer vision
- logistic regression models
- feature selection
- pattern recognition
- nearest neighbor
- regression model
- data sets
- data analysis
- machine learning
- data mining