Joint variable and rank selection for parsimonious estimation of high-dimensional matrices (Q741790): Difference between revisions

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Latest revision as of 00:51, 9 July 2024

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Joint variable and rank selection for parsimonious estimation of high-dimensional matrices
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    Joint variable and rank selection for parsimonious estimation of high-dimensional matrices (English)
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    15 September 2014
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    multivariate response regression
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    row and rank sparse models
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    rank constrained minimization
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    reduced rank estimators
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    group Lasso
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    dimension reduction
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    adaptive estimation
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    oracle inequalities
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