Conference proceeding
Variable Selection for a Nonparametric Nonlinear System by Directional Regression
2019 IEEE 58th Conference on Decision and Control (CDC), Vol.2019-, pp.6443-6448
12/2019
DOI: 10.1109/CDC40024.2019.9029660
Abstract
The importance of discovering significant variables from a large candidate pool is now widely recognized in many fields. There exist a number of algorithms for variable selections in the literature. Some are computationally efficient but only provide a necessary condition, not a sufficient and necessary condition, for testing if a variable contributes or not. The others are computationally expense. The goal of the paper is to develop a directional variable selection algorithm that performs similar to or better than the leading algorithms for variable selections, but under weaker technical assumptions and with a much reduced computational complexity.
Details
- Title: Subtitle
- Variable Selection for a Nonparametric Nonlinear System by Directional Regression
- Creators
- Changming Cheng - Shanghai Jiao Tong UniversityEr-wei Bai - University of Iowa
- Resource Type
- Conference proceeding
- Publication Details
- 2019 IEEE 58th Conference on Decision and Control (CDC), Vol.2019-, pp.6443-6448
- Publisher
- IEEE
- DOI
- 10.1109/CDC40024.2019.9029660
- ISSN
- 0743-1546
- eISSN
- 2576-2370
- Language
- English
- Date published
- 12/2019
- Academic Unit
- Electrical and Computer Engineering
- Record Identifier
- 9984197530902771
Metrics
28 Record Views