KOO Method-based Consistent Clustering for Group-wise Linear Regression with Graph Structure
基于KOO方法、带图结构的分组线性回归一致性聚类
The kick-one-out (KOO) method is a variable selection method based on a model selection criterion. The method is very simple, and yet it has consistency in variable selection under a high-dimensional asymptotic framework with a specific model selection criterion. This paper proposes the join-twotogether (JTT) method, which is a clustering method based on the KOO method for group-wise linear regression with graph structure. The JTT method formulates the clustering problem as…