Joint variable and rank selection for parsimonious estimation of high-dimensional matrices (Q741790)
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English | 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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