Pivotal Estimation in High-Dimensional Regression via Linear Programming.
Eric GautierAlexandre B. TsybakovPublished in: Empirical Inference (2013)
Keyphrases
- linear programming
- high dimensional
- estimation problems
- generalized linear models
- regression model
- linear program
- np hard
- multi variate
- dynamic programming
- ordinary least squares
- high dimensionality
- objective function
- data points
- dimensionality reduction
- nearest neighbor
- similarity search
- low dimensional
- parameter estimation
- regression problems
- estimation error
- linear regression
- microarray data
- high dimensional data
- kernel function
- special case
- logistic regression
- constraint propagation
- quadratic programming
- accurate estimation
- estimation accuracy
- estimation process
- feature space
- maximum likelihood
- support vector