Local Intrinsic Dimension Estimation by Generalized Linear Modeling
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DOI: 10.1162/neco_a_00969
Abstract: We propose a method for intrinsic dimension estimation. By fitting the power of distance from an inspection point and the number of samples included inside a ball with a radius equal to the distance, to… read more here.
Keywords: dimension; estimation generalized; dimension estimation; intrinsic dimension ... See more keywords
Consistent Estimation of Generalized Linear Models with High Dimensional Predictors via Stepwise Regression
Sign Up to like & getrecommendations! Published in 2020 at "Entropy"
DOI: 10.3390/e22090965
Abstract: Predictive models play a central role in decision making. Penalized regression approaches, such as least absolute shrinkage and selection operator (LASSO), have been widely used to construct predictive models and explain the impacts of the… read more here.
Keywords: estimation generalized; regression; consistent estimation; generalized linear ... See more keywords