Variable Selection in sparse Sufficient Dimension Reduction (SDR) models.
Abstract
How to select variables in high-dimensional regression models using sufficient dimension reduction and regularized operators.
Keywords:
Mathematics, sufficient dimension reduction, lasso, cumulative mean estimation
Status
Graduate
Department
Mathematics
College
College of Arts and Sciences
Campus
Athens
Faculty Mentor
Wei, Lin
Creative Commons License
This work is licensed under a Creative Commons Attribution-NonCommercial-No Derivative Works 4.0 International License.
COinS
Variable Selection in sparse Sufficient Dimension Reduction (SDR) models.
How to select variables in high-dimensional regression models using sufficient dimension reduction and regularized operators.
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