Differential Geometric Least Angle Regression: A Differential Geometric Approach to Sparse Generalized Linear Models (Q5743161)
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scientific article; zbMATH DE number 7052666
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English | Differential Geometric Least Angle Regression: A Differential Geometric Approach to Sparse Generalized Linear Models |
scientific article; zbMATH DE number 7052666 |
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Differential Geometric Least Angle Regression: A Differential Geometric Approach to Sparse Generalized Linear Models (English)
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9 May 2019
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covariance penalty theory
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differential geometry
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generalized degrees of freedom
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generalized linear models
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information geometry
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least angle regression
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path following algorithm
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sparse models
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variable selection
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