Laplace error penalty-based M-type model detection for a class of high dimensional semiparametric models.
Ling JianXiaoyu MaYunquan SongShihua LuoPublished in: J. Comput. Appl. Math. (2019)
Keyphrases
- probabilistic model
- semi parametric
- linear model
- prior knowledge
- hybrid model
- neural network model
- high dimensional
- objective function
- input data
- prediction model
- neural network
- parametric models
- statistical models
- forecasting model
- parameter space
- detection algorithm
- em algorithm
- low dimensional
- least squares
- nearest neighbor
- probability distribution