spikeslab: Prediction and Variable Selection Using Spike and Slab Regression.
Hemant IshwaranUdaya B. KogalurJ. Sunil RaoPublished in: R J. (2010)
Keyphrases
- variable selection
- stepwise regression
- proportional hazards model
- model selection
- linear models
- cross validation
- input variables
- high dimensional
- prediction accuracy
- dimension reduction
- regression model
- prediction model
- regression problems
- group lasso
- ls svm
- linear regression
- feature selection
- high dimensional data
- dimensionality reduction
- feature space
- preprocessing
- logistic regression models
- support vector
- decision trees