Variable selection based on squared derivative averages
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Recommendations
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Cites work
- A New Kernel-Based Approach for NonlinearSystem Identification
- A Stepwise Variable Selection Procedure for Nonlinear Regression Models
- Component selection and smoothing in multivariate nonparametric regression
- Coordinate descent algorithms for lasso penalized regression
- Derivative reproducing properties for kernel methods in learning theory
- Gradient-based kernel dimension reduction for regression
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- scientific article; zbMATH DE number 47282 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Identification of an additive nonlinear system and its applications in generalized Hammerstein models
- Identification of IIR Nonlinear Systems Without Prior Structural Information
- Kernel based approaches to local nonlinear non-parametric variable selection
- Kernel-based local order estimation of nonlinear nonparametric systems
- Least angle regression. (With discussion)
- Model Selection and Estimation in Regression with Grouped Variables
- Model selection approaches for non-linear system identification: a review
- Model-free variable selection in reproducing kernel Hilbert space
- Non-Parametric Nonlinear System Identification: An Asymptotic Minimum Mean Squared Error Estimator
- Nonlinear black-box modeling in system identification: A unified overview
- Nonlinear system identification via direct weight optimization
- Nonparametric sparsity and regularization
- On the asymptotic properties of the group lasso estimator for linear models
- On the influence of the kernel on the consistency of support vector machines
- Recursive Direct Weight Optimization in Nonlinear System Identification: A Minimal Probability Approach
- Semiparametric Regression
- Theoretical properties of the overlapping groups Lasso
- Uncertainty management in simulation-optimization of complex systems. Algorithms and applications
- Variable selection of high-dimensional non-parametric nonlinear systems by derivative averaging to avoid the curse of dimensionality
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(8)- Variable selection of high-dimensional non-parametric nonlinear systems by derivative averaging to avoid the curse of dimensionality
- Sparse parameter identification of stochastic dynamical systems
- Nonparametric sparsity and regularization
- Variable selection in identification of a high dimensional nonlinear non-parametric system
- Kernel based approaches to local nonlinear non-parametric variable selection
- Variable selection in nonlinear non-parametric system identification
- Support Recovery and Parameter Identification of Multivariate ARMA Systems with Exogenous Inputs
- A stochastic gradient-based two-step sparse identification algorithm for multivariate ARX systems
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