Adaptive LASSO based on joint M-estimation of regression and scale.
Esa OllilaPublished in: EUSIPCO (2016)
Keyphrases
- linear regression
- ridge regression
- ordinary least squares
- regularized regression
- generalized linear models
- model selection
- regression model
- semi parametric
- robust regression
- feature selection
- regression problems
- estimation algorithm
- regression analysis
- nonparametric regression
- least squares
- joint estimation
- parameter estimation
- logistic regression
- scale space
- support vector
- regression method
- regression methods
- sparse representation
- estimation accuracy
- regression coefficients
- scale invariant
- cross validation
- decision directed
- learning algorithm