Sparse regularized local regression

The intention is to provide a Bayesian formulation of regularized local linear regression, combined with techniques for optimal bandwidth selection. This approach arises from the idea that only those covariates that are found to be relevant for the regression function should be considered by the ker...

Volledige beschrijving

Bibliografische gegevens
Hoofdauteurs: Vidaurre, D, Bielza, C, Larranãga, P
Formaat: Journal article
Taal:English
Gepubliceerd in: 2013
Search Result 1