Model Selection in High-Dimensional Block-Sparse General Linear Regression.
Prakash B. GohainMagnus JanssonPublished in: EUSIPCO (2023)
Keyphrases
- model selection
- linear regression
- generalized linear models
- high dimensional
- regression model
- multivariate regression
- cross validation
- variable selection
- least squares
- parameter estimation
- hyperparameters
- regression methods
- machine learning
- mixture model
- sample size
- selection criterion
- model selection criteria
- automatic model selection
- nonlinear regression
- gaussian process
- ridge regression
- feature selection
- low dimensional
- logistic regression
- high dimensional data
- generalization error
- marginal likelihood
- support vector
- bayesian networks