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» Estimation in covariate-adjusted regression
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ICML
2006
IEEE
16 years 2 months ago
Bayesian regression with input noise for high dimensional data
This paper examines high dimensional regression with noise-contaminated input and output data. Goals of such learning problems include optimal prediction with noiseless query poin...
Jo-Anne Ting, Aaron D'Souza, Stefan Schaal
IDEAL
2004
Springer
15 years 6 months ago
Kernel Density Construction Using Orthogonal Forward Regression
Abstract— The paper presents an efficient construction algorithm for obtaining sparse kernel density estimates based on a regression approach that directly optimizes model gener...
Sheng Chen, Xia Hong, Chris J. Harris
JMLR
2010
130views more  JMLR 2010»
14 years 8 months ago
A Regularization Approach to Nonlinear Variable Selection
In this paper we consider a regularization approach to variable selection when the regression function depends nonlinearly on a few input variables. The proposed method is based o...
Lorenzo Rosasco, Matteo Santoro, Sofia Mosci, Ales...
ICPR
2008
IEEE
16 years 2 months ago
Bregman distance to L1 regularized logistic regression
In this work we investigate the relationship between Bregman distances and regularized Logistic Regression model. We present a detailed study of Bregman Distance minimization, a f...
Mithun Das Gupta, Thomas S. Huang
ICDM
2009
IEEE
146views Data Mining» more  ICDM 2009»
15 years 8 months ago
Induction of Mean Output Prediction Trees from Continuous Temporal Meteorological Data
: In this paper, we present a novel method for fast data-driven construction of regression trees from temporal datasets including continuous data streams. The proposed Mean Output ...
Dima Alberg, Mark Last, Roni Neuman, Avi Sharon