[PDF][PDF] Predictive State Smoothing (PRESS): Scalable non-parametric regression for high-dimensional data with variable selection
GM Goerg - 2017 - research.google.com
We introduce predictive state smoothing (PRESS), a novel semi-parametric regression
technique for high-dimensional data using predictive state representations. PRESS is a fully …
technique for high-dimensional data using predictive state representations. PRESS is a fully …