Structured variable selection via prior-induced hierarchical penalty functions.

Tso-Jung Yen Yu-Min Yen

Published in: Comput. Stat. Data Anal. (2016)

Keyphrases

variable selection
penalty functions
cross validation
high dimensional
penalty function
input variables
model selection
linear models
objective function
constrained optimization
dimension reduction
estimation problems
maximum a posteriori
genetic algorithm
evolutionary algorithm
high dimensional data