Extending the Use of MDL for High-Dimensional Problems: Variable Selection, Robust Fitting, and Additive Modeling

Zhenyu Wei, Raymond K. W. Wong, Thomas C. M. Lee. Extending the Use of MDL for High-Dimensional Problems: Variable Selection, Robust Fitting, and Additive Modeling. In IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2022, Virtual and Singapore, 23-27 May 2022. pages 5707-5711, IEEE, 2022. [doi]

Abstract

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