Consistent variable selection for functional regression models.
Julian A. A. CollazosRonaldo DiasAdriano Z. ZambomPublished in: J. Multivar. Anal. (2016)
Keyphrases
- regression model
- variable selection
- model selection
- group lasso
- cross validation
- input variables
- linear models
- logistic regression models
- high dimensional
- regression analysis
- regression methods
- target variable
- gaussian process
- prediction model
- explanatory variables
- feature selection
- dimension reduction
- linear model
- regression trees
- markov blanket
- multivariate regression
- high dimensional data
- unsupervised learning
- machine learning
- survival analysis
- bayesian networks
- feature extraction