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Showing 1 to 1 of 1 for “"Long Tail Prior"”.
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Some Advanced Model Selection Topics for Nonparametric/Semiparametric Models with High-Dimensional Data
… regression models, and (3) incorporate graphical prior information. In the second topic, we propose a Nonnegative Garrote on a Kernel machine (NGK) to recover sparsity of input variables in smoothing functions. We model the smoothing function by a least squares kernel machine and construct a …