Predictive Correlation Screening: Application to Two-stage Predictor Design in High Dimension

Hamed Firouzi, Bala Rajaratnam, Alfred O. Hero III. Predictive Correlation Screening: Application to Two-stage Predictor Design in High Dimension. In Proceedings of the Sixteenth International Conference on Artificial Intelligence and Statistics, AISTATS 2013, Scottsdale, AZ, USA, April 29 - May 1, 2013. Volume 31 of JMLR Proceedings, pages 274-288, JMLR.org, 2013. [doi]

Abstract

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