Nonconcave penalized inverse regression in single-index models with high dimensional predictors.

Li-Ping Zhu Li-Xing Zhu

Published in: J. Multivar. Anal. (2009)

Keyphrases

high dimensional
model selection
machine learning
bayesian networks
gaussian processes
probabilistic model
maximum likelihood
parameter estimation
regression model
statistical models
indexing method
linear model
linear regression
high dimensionality
loss function
low dimensional
prior knowledge
similarity measure