Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models.
Yujie LiGaorong LiHeng LianTiejun TongPublished in: J. Multivar. Anal. (2017)
Keyphrases
- linear models
- semi parametric
- linear model
- high dimensional
- variable selection
- regression model
- regression problems
- linear regression
- cross validation
- least squares
- density estimation
- model selection
- low dimensional
- high dimensional data
- high dimensionality
- dimensionality reduction
- statistical inference
- nearest neighbor
- parameter space
- gaussian processes
- kernel function
- input space
- feature space
- dimension reduction
- constrained optimization
- data sets
- multi task
- neural network