Sparse and Low-bias Estimation of High Dimensional Vector Autoregressive Models.
Trevor D. RuizSharmodeep BhattacharyyaMahesh BalasubramanianKristofer E. BouchardPublished in: L4DC (2020)
Keyphrases
- high dimensional
- autoregressive model
- high dimension
- sparse data
- continuous valued
- generalized linear models
- low dimensional
- sparse matrix
- feature space
- dimensionality reduction
- sparse coding
- additive models
- high dimensional data
- natural images
- autoregressive
- sparse representation
- conditional random fields
- image processing
- parameter estimation
- information extraction
- image data
- high quality