Stable prediction in high-dimensional linear models.

Bingqing Lin Qihua Wang Jun Zhang Zhen Pang

Published in: Stat. Comput. (2017)

Keyphrases

linear models
variable selection
high dimensional
additive models
linear model
cross validation
high dimensionality
gaussian processes
low dimensional
high dimensional data
data points
model selection
dimensionality reduction
nonlinear models
regression model
linear regression
feature space