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Tight conditions for consistency of variable selection in the context of high dimensionality
variable selection nonparametric regression set estimation sparsity pattern
2011/7/6
We address the issue of variable selection in the regression model with very high ambient dimension, i.e., when the number of variables is very large. The main focus is on the situation where the numb...
Variable Selection for Nonparametric Gaussian Process Priors: Models and Computational Strategies
Bayesian variable selection generalized linear models Gaussian processes
2011/7/5
This paper presents a unified treatment of Gaussian process models that extends to data from the exponential dispersion family and to survival data.