Which bridge estimator is optimal for variable selection?

Shuaiwen Wang Haolei Weng Arian Maleki

Published in: CoRR (2017)

Keyphrases

variable selection
cross validation
input variables
selection criterion
model selection
stochastic search
high dimensional
linear models
data sets
pattern recognition
least squares
dimension reduction
maximum likelihood
high dimensional data
logistic regression models
data points
genetic algorithm
neural network