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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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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