No penalty no tears: Least squares in high-dimensional linear models.
Xiangyu WangDavid B. DunsonChenlei LengPublished in: ICML (2016)
Keyphrases
- linear models
- least squares
- high dimensional
- variable selection
- linear model
- linear regression
- sparse linear
- additive models
- low dimensional
- dimensionality reduction
- dimension reduction
- singular value decomposition
- high dimensional data
- gaussian processes
- optical flow
- high dimensionality
- nearest neighbor
- nonlinear models
- data mining
- motion parameters
- cross validation
- data points
- feature space