Change-point estimation in high dimensional linear regression models via sparse group Lasso.
Bingwen ZhangJun GengLifeng LaiPublished in: Allerton (2015)
Keyphrases
- group lasso
- variable selection
- high dimensional
- change point
- regression model
- linear models
- cross validation
- regression analysis
- low dimensional
- high dimensional data
- model selection
- dimension reduction
- multi task
- feature space
- multi task learning
- low rank
- dimensionality reduction
- multiple kernel learning
- regression problems
- high dimensionality
- nearest neighbor
- contingency tables
- data points
- hidden markov models
- decision trees