Maximum Likelihood for Variance Estimation in High-Dimensional Linear Models.
Lee H. DickerMurat A. ErdogduPublished in: AISTATS (2016)
Keyphrases
- linear models
- variable selection
- maximum likelihood
- high dimensional
- maximum likelihood estimates
- additive models
- linear model
- linear regression
- cross validation
- nonlinear models
- low dimensional
- model selection
- gaussian processes
- dimensionality reduction
- hyperparameters
- feature space
- high dimensionality
- dimension reduction
- high dimensional data
- em algorithm
- expectation maximization
- data points
- likelihood function
- least squares
- nearest neighbor
- probabilistic model
- optical flow
- support vector