A direct estimation of high dimensional stationary vector autoregressions.
Fang HanHuanran LuHan LiuPublished in: J. Mach. Learn. Res. (2015)
Keyphrases
- high dimensional
- non stationary
- dimensionality reduction
- neural network
- parameter estimation
- similarity search
- nearest neighbor
- input space
- metric space
- high dimensionality
- microarray data
- low dimensional
- machine learning
- vector space
- high dimensional problems
- intrinsic dimensionality
- sparse data
- parameter space
- gene expression data
- feature space
- data mining
- database
- feature extraction
- principal component analysis
- pattern recognition