Two tales of variable selection for high dimensional regression: Screening and model building.
Cong LiuTao ShiYoonkyung LeePublished in: Stat. Anal. Data Min. (2014)
Keyphrases
- variable selection
- high dimensional
- linear models
- model selection
- proportional hazards model
- cross validation
- stepwise regression
- input variables
- regression problems
- regression model
- low dimensional
- dimension reduction
- dimensionality reduction
- estimation problems
- group lasso
- support vector
- linear regression
- high dimensionality
- high dimensional data
- data points
- feature space
- computer vision
- nearest neighbor
- feature extraction
- logistic regression models
- ls svm
- least squares