Simultaneous variable selection and estimation for multivariate multilevel longitudinal data with both continuous and binary responses.
Haocheng LiDi ShuYukun ZhangGrace Y. YiPublished in: Comput. Stat. Data Anal. (2018)
Keyphrases
- variable selection
- cross validation
- continuous valued
- input variables
- selection criterion
- high dimensional
- linear models
- stochastic search
- model selection
- dimension reduction
- group lasso
- feature selection
- ensemble selection
- data sets
- regression model
- fuzzy sets
- feature space
- singular value decomposition
- parameter estimation
- unsupervised learning
- least squares
- probabilistic model
- preprocessing
- pattern recognition
- reinforcement learning