Nested Model Averaging on Solution Path for High-dimensional Linear Regression.
Yang FengQingfeng LiuPublished in: CoRR (2020)
Keyphrases
- linear regression
- model averaging
- solution path
- high dimensional
- least squares
- loss function
- low dimensional
- posterior distribution
- supervised classification
- high dimensional data
- bayesian methods
- data points
- dimensionality reduction
- ridge regression
- feature space
- parameter space
- pairwise
- variable selection
- input space
- dimension reduction
- markov networks
- logistic regression
- parameter estimation
- bayesian networks