Penalized Gaussian Process Regression and Classification for High-Dimensional Nonlinear Data

DOI10.1111/j.1541-0420.2011.01576.xzbMath1274.62912WikidataQ33840028 ScholiaQ33840028MaRDI QIDQ2893384

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Publication date: 20 June 2012

Published in: Biometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1541-0420.2011.01576.x

zbMATH Keywords

variable selection; LASSO; functional data; covariance kernel; nonparametric regression and classification; penalized Gaussian process regression

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62J07: Ridge regression; shrinkage estimators (Lasso)

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

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Uses Software

• ElemStatLearn

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