L1 penalized LAD estimator for high dimensional linear regression.
Lie WangPublished in: J. Multivar. Anal. (2013)
Keyphrases
- linear regression
- least squares
- high dimensional
- generalized linear models
- regression problems
- regression methods
- maximum likelihood
- variable selection
- optical flow
- high dimensionality
- high dimensional data
- low dimensional
- linear regression model
- ridge regression
- robust regression
- locally weighted
- linear model
- linear models
- data points
- dimensionality reduction
- nonlinear regression
- nearest neighbor
- kernel regression
- regression method
- computer vision
- regression trees
- dimension reduction
- ls svm
- genetic programming
- machine learning
- multivariate regression