Consistent tuning parameter selection in high dimensional sparse linear regression.
Tao WangLixing ZhuPublished in: J. Multivar. Anal. (2011)
Keyphrases
- linear regression
- parameter selection
- high dimensional
- generalized linear models
- least squares
- adaptive regularization
- regression methods
- locally weighted
- low dimensional
- ridge regression
- regression problems
- model selection
- feature space
- nonlinear regression
- high dimensionality
- high dimensional data
- dimensionality reduction
- regression model
- data points
- input space
- variable selection
- ls svm
- dimension reduction
- soft margin
- parameter space
- nearest neighbor
- neural network