High-Dimensional Adaptive Minimax Sparse Estimation With Interactions.
Chenglong YeYuhong YangPublished in: IEEE Trans. Inf. Theory (2019)
Keyphrases
- high dimensional
- sparse data
- low dimensional
- generalized linear models
- dimensionality reduction
- estimation problems
- data points
- nearest neighbor
- high dimensional problems
- metric space
- high dimension
- variable selection
- sparse coding
- high dimensionality
- similarity search
- parameter space
- estimation algorithm
- regression model
- input space
- robust estimation
- random projections
- intrinsic dimensionality
- multi dimensional
- knn
- additive models