“Pre-conditioning” for feature selection and regression in high-dimensional problems
نویسندگان
چکیده
We consider regression problems where the number of predictors greatly exceeds the number of observations. We propose a method for Depts. of Statistics, Univ. of California, Davis. [email protected] Depts. of Statistics, Stanford Univ., CA 94305, [email protected] Depts. of Statistics and Health, Research & Policy, Stanford Univ., CA 94305. [email protected] Depts. of Health, Research & Policy, and Statistics, Stanford Univ, [email protected]
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