A non-parametric conditional factor regression model for high-dimensional input and response.
Ava BargiRichard Yi Da XuMassimo PiccardiPublished in: CoRR (2013)
Keyphrases
- regression model
- generalized linear models
- high dimensional
- gaussian process
- semi parametric
- regression methods
- model selection
- prediction model
- regression analysis
- multivariate regression
- conditional distribution
- explanatory variables
- independent variables
- support vector regression
- linear model
- logistic regression models
- kernel regression
- interval valued data
- regression trees
- feature space
- low dimensional
- generalized linear
- linear regression model
- gaussian processes
- target variable
- multiple linear regression
- prediction intervals
- dimensionality reduction
- regression method
- input variables
- variable selection
- locally weighted
- condition number
- probability density function
- survival analysis