Optimal estimation of direction in regression models with large number of parameters.

Jonathan Gillard Anatoly Zhigljavsky

Published in: Appl. Math. Comput. (2018)

Keyphrases

regression model
machine learning
model selection
parameter estimation
prediction model
estimation error
linear regression model
feature selection
maximum likelihood
linear model
regression analysis
neural network
gaussian process
independent variables
generalized linear models