most citedUltra-high Dimensional Multiple Output Learning With Simultaneous Orthogonal Matching Pursuit: A Sure Screening Approach

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stat.ML2010★ 1 cited

Ultra-high Dimensional Multiple Output Learning With Simultaneous Orthogonal Matching Pursuit: A Sure Screening Approach

Mladen Kolar, Eric P. Xing

We propose a novel application of the Simultaneous Orthogonal Matching Pursuit (S-OMP) procedure for sparsistant variable selection in ultra-high dimensional multi-task regression…