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Model-Free Variable Selection with Matrix-Valued Predictors
Journal of Computational and Graphical Statistics ( IF 1.4 ) Pub Date : 2020-09-28 , DOI: 10.1080/10618600.2020.1806854
Zeda Li 1 , Yuexiao Dong 2
Affiliation  

We introduce a novel framework for model-free variable selection with matrix-valued predictors. To test the importance of rows, columns, and submatrices of the predictor matrix in terms of predicti...

中文翻译:

具有矩阵值预测变量的无模型变量选择

我们引入了一种新的框架,用于使用矩阵值预测变量进行无模型变量选择。为了测试预测矩阵的行、列和子矩阵在预测方面的重要性...
更新日期:2020-09-28
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