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

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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

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instance of

scholarly article

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title

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

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Computational Statistics

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publication date

15 June 2023

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full work available at URL

https://arxiv.org/abs/1910.05083

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zbMATH Keywords

ADMM

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Bayesian information criteria

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factor analysis

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Stiefel manifold

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MaRDI profile type

MaRDI publication profile

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cites work

A collection of nonsmooth Riemannian optimization problems

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Q5433140

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Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions

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Solving linear least squares problems by Gram-Schmidt orthogonalization

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

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Optimal selection of reduced rank estimators of high-dimensional matrices

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Reduced Rank Stochastic Regression with a Sparse Singular value Decomposition

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Reduced rank regression via adaptive nuclear norm penalization

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The Geometry of Algorithms with Orthogonality Constraints

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Reduced-rank regression for the multivariate linear model

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

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Low-Rank Optimization with Trace Norm Penalty

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Reduced rank ridge regression and its kernel extensions

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

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

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

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Multivariate reduced-rank regression

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Q4864293

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Coordinate descent algorithms for lasso penalized regression

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Model Selection and Estimation in Regression with Grouped Variables

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Dimension Reduction and Coefficient Estimation in Multivariate Linear Regression

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The Adaptive Lasso and Its Oracle Properties

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Identifiers

arXiv ID

1910.05083

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Mathematics Subject Classification ID

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10.1007/S00180-022-01216-5

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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 / DOI @@
+.1007/S00180-022-01216-5
@@ Property / DOI: 10.1007/S00180-022-01216-5 / rank @@
+Normal rank