Strong consistency of kernel-based local variable selection for nonlinear nonparametric systems.

Wen-Xiao Zhao Han-Fu Chen Er-Wei Bai Kang Li

Published in: AuCC (2016)

Keyphrases

variable selection
input variables
cross validation
support vector
stochastic search
high dimensional
dimension reduction
linear models
kernel methods
support vector machine
fuzzy logic
dimensionality reduction
model selection
gaussian processes