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Feature Selection in High-Dimensional Models via EBIC with Energy Distance Correlation

In this paper, the LASSO method with extended Bayesian information criteria (EBIC) for feature selection in high-dimensional models is studied. We propose the use of the energy distance correlation in place of the ordinary correlation coefficient to measure the dependence of two variables. The energ...

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Detalles Bibliográficos
Autores principales: Ocloo, Isaac Xoese, Chen, Hanfeng
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9857644/
https://www.ncbi.nlm.nih.gov/pubmed/36673154
http://dx.doi.org/10.3390/e25010014