Extending the Use of MDL for High-Dimensional Problems: Variable Selection, Robust Fitting, and Additive Modeling.
Zhenyu WeiRaymond K. W. WongThomas C. M. LeePublished in: ICASSP (2022)
Keyphrases
- variable selection
- high dimensional problems
- dimension reduction
- high dimensional
- model selection
- input variables
- cross validation
- linear models
- principal component analysis
- feature extraction
- stochastic search
- singular value decomposition
- high dimensional data
- low dimensional
- linear discriminant analysis
- group lasso
- dimensionality reduction
- nearest neighbor
- pattern recognition
- regression model
- feature space
- preprocessing
- data sets