Joint rank and variable selection for parsimonious estimation in a high-dimensional finite mixture regression model.
Emilie DevijverPublished in: J. Multivar. Anal. (2017)
Keyphrases
- variable selection
- regression model
- high dimensional
- model selection
- generalized linear models
- group lasso
- cross validation
- mixture model
- parameter estimation
- semi parametric
- input variables
- logistic regression models
- linear models
- low dimensional
- multivariate regression
- regression analysis
- regression methods
- high dimensional data
- dimension reduction
- prediction model
- high dimensionality
- explanatory variables
- gaussian process
- estimation problems
- feature selection
- density estimation
- hyperparameters
- dimensionality reduction
- data points
- interval valued data
- linear model
- statistical inference
- expectation maximization
- principal component analysis
- neural network
- ls svm
- survival analysis
- logistic regression
- text classification
- data sets