Efficient learning and feature selection in high-dimensional regression
From MaRDI portal
Recommendations
- Variational Bayesian least squares: an application to brain-machine interface data
- 10.1162/15324430152748236
- High-Dimensional Feature Selection by Feature-Wise Kernelized Lasso
- Fast Generalized Cross-Validation Algorithm for Sparse Model Learning
- Real-time model learning using incremental sparse spectrum Gaussian process regression
Cites work
- 10.1162/15324430152748236
- A Statistical View of Some Chemometrics Regression Tools
- An Algorithm for Finding Best Matches in Logarithmic Expected Time
- Bayesian backfitting. (With comments and a rejoinder).
- Least angle regression. (With discussion)
- Parameter estimation of superimposed signals using the EM algorithm
- Pathwise coordinate optimization
- Soft margins for AdaBoost
- Statistical field theory. With a foreword by David Pines
- Variational methods in statistics
Cited in
(10)- Data complexity meta-features for regression problems
- X-TMCMC: adaptive kriging for Bayesian inverse modeling
- Variational Bayesian least squares: an application to brain-machine interface data
- Control-based algorithms for high dimensional online learning
- Dimensionality reduction by feature clustering for regression problems
- Online learning of single- and multivalued functions with an infinite mixture of linear experts
- High-Dimensional Feature Selection by Feature-Wise Kernelized Lasso
- Feature Selection for Ridge Regression with Provable Guarantees
- A semi-parametric approach to feature selection in high-dimensional linear regression models
- Regularization through variable selection and conditional MLE with application to classification in high dimensions
This page was built for publication: Efficient learning and feature selection in high-dimensional regression
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3556781)
