Robustness in sparse linear models: relative efficiency based on robust approximate message passing.
Jelena BradicPublished in: CoRR (2015)
Keyphrases
- message passing
- linear models
- inference in graphical models
- factor graphs
- belief propagation
- variable selection
- distributed systems
- approximate inference
- linear model
- markov random field
- probabilistic inference
- high dimensional
- data sets
- linear regression
- gaussian processes
- graphical models
- cross validation
- high quality
- three dimensional
- feature selection
- training set
- feature space