Testing covariates in high dimension linear regression with latent factors.
Wei LanYue DingZheng FangKuangnan FangPublished in: J. Multivar. Anal. (2016)
Keyphrases
- linear regression
- high dimension
- latent factors
- least squares
- factor analysis
- real valued
- small sample
- high dimensional
- feature selection
- sample size
- input space
- matrix factorization
- feature space
- high dimensional data
- regression model
- statistical tests
- support vector machine
- topic models
- latent variables
- language model
- web search
- text mining
- upper bound
- data points
- data sets