High-dimensional sparse single-index regression via Hilbert-Schmidt independence criterion.
Xin ChenChang DengShuaida HeRunxiong WuJia ZhangPublished in: Stat. Comput. (2024)
Keyphrases
- high dimensional
- hilbert schmidt independence criterion
- feature space
- sparse data
- regression model
- dimensionality reduction
- low dimensional
- generalized linear models
- sparse coding
- data points
- high dimensional indexing
- feature selection
- additive models
- multi dimensional
- variable selection
- sparse representation
- nearest neighbor
- linear regression
- relevance vector machine
- similarity search
- supervised learning