Sparse reduced-rank regression for simultaneous rank and variable selection via manifold optimization (Q6104399): Difference between revisions

Latest revision as of 18:29, 30 December 2024

scientific article; zbMATH DE number 7696199

Language	Label	Description	Also known as
English	Sparse reduced-rank regression for simultaneous rank and variable selection via manifold optimization	scientific article; zbMATH DE number 7696199

Statements

instance of

scholarly article

0 references

title

Sparse reduced-rank regression for simultaneous rank and variable selection via manifold optimization (English)

0 references

0 references

0 references

Computational Statistics

0 references

publication date

15 June 2023

0 references

full work available at URL

https://arxiv.org/abs/1910.05083

0 references

zbMATH Keywords

ADMM

0 references

Bayesian information criteria

0 references

factor analysis

0 references

Stiefel manifold

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

A collection of nonsmooth Riemannian optimization problems

0 references

Q5433140

0 references

Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions

0 references

Solving linear least squares problems by Gram-Schmidt orthogonalization

0 references

Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers

0 references

Optimal selection of reduced rank estimators of high-dimensional matrices

0 references

Reduced Rank Stochastic Regression with a Sparse Singular value Decomposition

0 references

Reduced rank regression via adaptive nuclear norm penalization

0 references

The Geometry of Algorithms with Orthogonality Constraints

0 references

Reduced-rank regression for the multivariate linear model

0 references

Multivariate sparse group lasso for the multivariate multiple linear regression with an arbitrary group structure

0 references

Low-Rank Optimization with Trace Norm Penalty

0 references

Reduced rank ridge regression and its kernel extensions

0 references

On the degrees of freedom of reduced-rank estimators in multivariate regression

0 references

Estimation of (near) low-rank matrices with noise and high-dimensional scaling

0 references

Regularized multivariate regression for identifying master predictors with application to integrative genomics study of breast cancer

0 references

Multivariate reduced-rank regression

0 references

Q4864293

0 references

Coordinate descent algorithms for lasso penalized regression

0 references

Model Selection and Estimation in Regression with Grouped Variables

0 references

Dimension Reduction and Coefficient Estimation in Multivariate Linear Regression

0 references

The Adaptive Lasso and Its Oracle Properties

0 references

Identifiers

arXiv ID

1910.05083

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

10.1007/S00180-022-01216-5

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:6104399

@@ Property / DOI @@
-.1007/s00180-022-01216-5
@@ Property / DOI: 10.1007/s00180-022-01216-5 / rank @@
-Normal rank
@@ Property / OpenAlex ID @@
+W2979857166
@@ Property / OpenAlex ID: W2979857166 / rank @@
+Normal rank
@@ Property / cites work @@
+A collection of nonsmooth Riemannian optimization problems
+Normal rank
@@ Property / cites work @@
+Q5433140
@@ Property / cites work: Q5433140 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
+Normal rank
@@ Property / cites work @@
+Solving linear least squares problems by Gram-Schmidt orthogonalization
+Normal rank
@@ Property / cites work @@
+Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
+Normal rank
@@ Property / cites work @@
+Optimal selection of reduced rank estimators of high-dimensional matrices
+Normal rank
@@ Property / cites work @@
+Reduced Rank Stochastic Regression with a Sparse Singular value Decomposition
+Normal rank
@@ Property / cites work @@
+Reduced rank regression via adaptive nuclear norm penalization
+Normal rank
@@ Property / cites work @@
+The Geometry of Algorithms with Orthogonality Constraints
+Normal rank
@@ Property / cites work @@
+Reduced-rank regression for the multivariate linear model
+Normal rank
@@ Property / cites work @@
+Multivariate sparse group lasso for the multivariate multiple linear regression with an arbitrary group structure
+Normal rank
@@ Property / cites work @@
+Low-Rank Optimization with Trace Norm Penalty
@@ Property / cites work: Low-Rank Optimization with Trace Norm Penalty / rank @@
+Normal rank
@@ Property / cites work @@
+Reduced rank ridge regression and its kernel extensions
+Normal rank
@@ Property / cites work @@
+On the degrees of freedom of reduced-rank estimators in multivariate regression
+Normal rank
@@ Property / cites work @@
+Estimation of (near) low-rank matrices with noise and high-dimensional scaling
+Normal rank
@@ Property / cites work @@
+Regularized multivariate regression for identifying master predictors with application to integrative genomics study of breast cancer
+Normal rank
@@ Property / cites work @@
+Multivariate reduced-rank regression
@@ Property / cites work: Multivariate reduced-rank regression / rank @@
+Normal rank
@@ Property / cites work @@
+Q4864293
@@ Property / cites work: Q4864293 / rank @@
+Normal rank
@@ Property / cites work @@
+Coordinate descent algorithms for lasso penalized regression
+Normal rank
@@ Property / cites work @@
+Model Selection and Estimation in Regression with Grouped Variables
+Normal rank
@@ Property / cites work @@
+Dimension Reduction and Coefficient Estimation in Multivariate Linear Regression
+Normal rank
@@ Property / cites work @@
+The Adaptive Lasso and Its Oracle Properties
@@ Property / cites work: The Adaptive Lasso and Its Oracle Properties / rank @@
+Normal rank
@@ Property / DOI @@
+.1007/S00180-022-01216-5
@@ Property / DOI: 10.1007/S00180-022-01216-5 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:6104399