High-dimensional regression with potential prior information on variable importance.
Benjamin G. StokellRajen Dinesh ShahPublished in: Stat. Comput. (2022)
Keyphrases
- prior information
- high dimensional
- prior knowledge
- bayesian inference
- hyperparameters
- low dimensional
- regression model
- prior model
- statistical information
- linear regression
- generalized linear models
- similarity search
- multi dimensional
- dimensionality reduction
- gaussian processes
- regression problems
- high dimensional data
- parameter space
- metric space
- input space
- least squares
- training data
- machine learning
- regression function
- data sets