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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Best subset selection via distance covariance
距离协方差 最佳子集 回归分析
2023/4/14
Best subset selection is an important problem in regression analysis,which has many applications in computer science and medicine. However, the existing best subset selection methods have some limitat...
Subset Selection for Gaussian Markov Random Fields
Subset Selection Gaussian Markov Random Fields
2012/11/26
Given a Gaussian Markov random field, we consider the problem of selecting a subset of variables to observe which minimizes the total expected squared prediction error of the unobserved variables. We ...
Submodular meets Spectral: Greedy Algorithms for Subset Selection, Sparse Approximation and Dictionary Selection
Submodular meets Spectral Greedy Algorithms for Subset Selection Sparse Approximation Dictionary Selection
2011/3/23
We study the problem of selecting a subset of k random variables from a large set, in order to obtain the best linear prediction of another variable of interest. This problem can be viewed in the cont...
Submodular meets Spectral: Greedy Algorithms for Subset Selection, Sparse Approximation and Dictionary Selection
Greedy Algorithms Subset Selection Dictionary Selection
2011/3/22
We study the problem of selecting a subset of k random variables from a large set, in order to obtain the best linear prediction of another variable of interest. This problem can be viewed in the cont...
Best subset selection，persistence in high-dimensional statistical learning and optimization under L1 constraint
Variable selection persistence
2010/4/26
Let (Y,X1, . . . ,Xm) be a random vector. It is desired to predict Y
based on (X1, . . . ,Xm). Examples of prediction methods are regression,
classification using logistic regression or separating h...