Sparse Volterra and Polynomial Regression Models: Recoverability and Estimation
Vassilis KekatosGeorgios B. GiannakisPublished in: CoRR (2011)
Keyphrases
- regression model
- generalized linear models
- regression methods
- model selection
- prediction model
- linear regression model
- regression analysis
- logistic regression
- support vector regression
- gaussian process
- linear model
- interval valued data
- least squares
- parameter estimation
- explanatory variables
- multivariate regression
- linear regression
- regression trees
- target variable
- survival analysis
- high dimensional
- independent variables
- statistically significant
- generalized linear