Quantifying uncertainty in variable selection with arbitrary matrices.
Willem van den BoomDavid B. DunsonGalen ReevesPublished in: CAMSAP (2015)
Keyphrases
- variable selection
- high dimensional
- cross validation
- input variables
- linear models
- stochastic search
- dimension reduction
- model selection
- singular value decomposition
- ensemble selection
- feature selection
- group lasso
- ls svm
- logistic regression models
- number of input variables
- high dimensional data
- dimensionality reduction
- principal component analysis
- image processing