Bayesian sparse reduced rank multivariate regression

DOI10.1016/j.jmva.2017.02.007zbMath1362.62140OpenAlexW2593168166WikidataQ47841629 ScholiaQ47841629MaRDI QIDQ2397124

Kun Chen, Gyuhyeong Goh, Dey, Dipak K.

Publication date: 29 May 2017

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2017.02.007

zbMATH Keywords

sparsityBayesianposterior consistencyrank reductionlow rank

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Bayesian inference (62F15)

Related Items (3)

High-dimensional multivariate posterior consistency under global-local shrinkage priors ⋮ A reduced-rank approach to predicting multiple binary responses through machine learning ⋮ Ultra high-dimensional multivariate posterior contraction rate under shrinkage priors

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