The use of random-effect models for high-dimensional variable selection problems.
Sunghoon KwonSeungyoung OhYoungjo LeePublished in: Comput. Stat. Data Anal. (2016)
Keyphrases
- variable selection
- high dimensional
- linear models
- model selection
- cross validation
- high dimensionality
- input variables
- estimation problems
- logistic regression models
- dimension reduction
- low dimensional
- group lasso
- regression model
- stepwise regression
- neural network
- proportional hazards model
- linear model
- genetic programming
- dimensionality reduction
- nearest neighbor
- probabilistic model
- feature space
- data analysis
- training data
- face recognition