Stochastic matching pursuit for Bayesian variable selection.
Ray-Bing ChenChi-Hsiang ChuTe-You LaiYing Nian WuPublished in: Stat. Comput. (2011)
Keyphrases
- variable selection
- matching pursuit
- pursuit algorithm
- stochastic search
- learning automata
- image coding
- input variables
- basis functions
- cross validation
- high dimensional
- dimension reduction
- model selection
- wavelet transform
- filter bank
- high dimensional data
- reinforcement learning
- feature selection
- ls svm
- frequency domain
- hyperparameters
- multiresolution
- multiscale