Variable Selection and Identification of High-Dimensional Nonparametric Additive Nonlinear Systems
نویسندگان
چکیده
منابع مشابه
Variable Selection in Nonparametric Additive Models.
We consider a nonparametric additive model of a conditional mean function in which the number of variables and additive components may be larger than the sample size but the number of nonzero additive components is "small" relative to the sample size. The statistical problem is to determine which additive components are nonzero. The additive components are approximated by truncated series expan...
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ژورنال
عنوان ژورنال: IEEE Transactions on Automatic Control
سال: 2017
ISSN: 0018-9286,1558-2523
DOI: 10.1109/tac.2016.2605741