Statistical Sparse Online Regression: A Diffusion Approximation Perspective.
Jianqing FanWenyan GongChris Junchi LiQiang SunPublished in: AISTATS (2018)
Keyphrases
- online learning
- sparse bayesian learning
- canonical correlation analysis
- high dimensional
- data driven
- regression model
- sparse regression
- real time
- statistical analysis
- statistical information
- relevance vector machine
- sparse kernel
- information theoretic
- viewpoint
- website
- multivariate regression
- regression analysis
- statistical inference
- sparse data
- model selection
- sparse approximations
- genetic algorithm