Lag selection for regression models using high-dimensional mutual information.
Geoffroy SimonMichel VerleysenPublished in: ESANN (2006)
Keyphrases
- regression model
- mutual information
- generalized linear models
- high dimensional
- information theoretic
- regression methods
- regression analysis
- model selection
- image registration
- feature selection
- similarity measure
- low dimensional
- prediction model
- dimensionality reduction
- explanatory variables
- linear regression model
- gaussian process
- information gain
- interval valued data
- multivariate regression
- target variable
- regression trees
- linear model
- variable selection
- multiple linear regression
- feature space
- logistic regression
- artificial neural networks
- high dimensional data
- decision trees
- survival analysis
- kernel function
- control system
- software development
- data mining
- probabilistic model
- nearest neighbor