No penalty no tears: Least squares in high-dimensional linear models.
Xiangyu WangDavid B. DunsonChenlei LengPublished in: CoRR (2015)
Keyphrases
- linear models
- least squares
- high dimensional
- linear model
- variable selection
- linear regression
- sparse linear
- additive models
- nonlinear models
- singular value decomposition
- low dimensional
- data points
- dimensionality reduction
- motion parameters
- dimension reduction
- feature space
- high dimensional data
- parameter space
- gaussian processes
- nearest neighbor
- optical flow
- high dimensionality
- semi supervised
- data mining