MM Algorithms for Distance Covariance based Sufficient Dimension Reduction and Sufficient Variable Selection.
Runxiong WuXin ChenPublished in: CoRR (2019)
Keyphrases
- dimension reduction
- variable selection
- linear models
- input variables
- high dimensional
- group lasso
- high dimensional problems
- high dimensional data analysis
- principal component analysis
- feature extraction
- singular value decomposition
- ls svm
- linear discriminant analysis
- low dimensional
- learning algorithm
- cluster analysis
- high dimensional data
- unsupervised learning
- manifold learning
- model selection
- dimensionality reduction
- random projections
- machine learning
- cross validation
- data mining
- distance measure
- data analysis
- sparsity inducing