Implementable confidence sets in high dimensional regression.
Alexandra CarpentierPublished in: AISTATS (2015)
Keyphrases
- high dimensional
- regression model
- multi variate
- low dimensional
- neural network
- regression analysis
- conformal prediction
- confidence measure
- high confidence
- linear regression
- model selection
- multi modal
- dimensionality reduction
- regression problems
- knn
- confidence levels
- high dimensional problems
- data mining
- similarity search
- generalized linear models
- polynomial regression
- support vector
- confidence scores
- ridge regression
- estimation problems
- high dimension
- confidence level
- feature space
- sparse data
- metric space
- parameter space
- dimension reduction