Bandwidth selection has been an important topic in nonparametric density estimation. In this paper an effective method for local bandwidth selection is proposed. For local bandwidth selection, due to data sparsity and other reasons, extremely small bandwidths are sometimes selected, which lead...

For high-dimensional data, most feature-selection methods, such as SIS and the lasso, involve ranking and selecting features individually. These methods do not require many computational resources, but they ignore feature interactions. A simple recursive approach, which, without requiring many...