Variable selection in large margin classifier-based probability estimation with high-dimensional predictors

DOI10.1002/bimj.201300251zbMath1441.62492WikidataQ45957553 ScholiaQ45957553MaRDI QIDQ2875751

Yichao Wu, Seung Jun Shin

Publication date: 11 August 2014

Published in: Biometrical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/bimj.201300251

zbMATH Keywords

regularization; variable selection; max-type penalty

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62H30: Classification and discrimination; cluster analysis (statistical aspects)

62P10: Applications of statistics to biology and medical sciences; meta analysis

68T05: Learning and adaptive systems in artificial intelligence