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Simulating Dynamic Covariance Structures for Testing the Adaptive Behavior of Variable Selection Algorithms.
Christoforos Anagnostopoulos
Niall M. Adams
Published in:
UKSim (2008)
Keyphrases
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variable selection
adaptive behavior
stochastic search
linear models
cross validation
high dimensional
dynamic environments
machine learning
learning algorithm
face recognition
feature extraction
state space
model selection
clustering method
input variables
group lasso