Selection of sparse vine copulas in high dimensions with the Lasso.
Dominik MüllerClaudia CzadoPublished in: Stat. Comput. (2019)
Keyphrases
- high dimensions
- high dimensional
- high dimensional data
- sparse representation
- elastic net
- variable selection
- regularized regression
- group lasso
- high dimensional spaces
- poor quality
- high dimensionality
- data sets
- feature selection
- linear regression
- dimensionality reduction
- low dimensional
- nearest neighbor
- generalized linear models
- regression model
- cross validation
- high resolution
- similarity search
- low rank
- video sequences
- model selection
- image classification
- machine learning
- multi dimensional