Efficient test-based variable selection for high-dimensional linear models.

Siliang Gong Kai Zhang Yufeng Liu

Published in: J. Multivar. Anal. (2018)

Keyphrases

variable selection
linear models
high dimensional
cross validation
input variables
dimension reduction
model selection
group lasso
low dimensional
high dimensionality
additive models
high dimensional data
dimensionality reduction
data points
pattern recognition
data sets
multi class
feature space
bayesian networks