MM algorithms for distance covariance based sufficient dimension reduction and sufficient variable selection.
Runxiong WuXin ChenPublished in: Comput. Stat. Data Anal. (2021)
Keyphrases
- dimension reduction
- variable selection
- linear models
- high dimensional problems
- high dimensional data analysis
- group lasso
- feature extraction
- input variables
- high dimensional
- low dimensional
- singular value decomposition
- high dimensional data
- random projections
- principal component analysis
- feature selection
- high dimensionality
- unsupervised learning
- cluster analysis
- learning algorithm
- model selection
- cross validation
- nearest neighbor
- data sets
- dimensionality reduction
- training set
- linear discriminant analysis
- feature space
- bayesian networks
- computer vision
- least squares
- knn
- real world
- neural network