Tuning Variable Selection Procedures by Adding Noise.

Xiaohui Luo Leonard A. Stefanski Dennis D. Boos

Published in: Technometrics (2006)

Keyphrases

variable selection
cross validation
input variables
high dimensional
linear models
model selection
stochastic search
dimension reduction
pattern recognition
group lasso
number of input variables
high dimensional data
logistic regression models
ensemble selection
genetic algorithm
sparsity inducing