Sparse reduced-rank regression for simultaneous rank and variable selection via manifold optimization (Q6104399)
From MaRDI portal
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
Sparse reduced-rank regression for simultaneous rank and variable selection via manifold optimization (English)
0 references
15 June 2023
0 references
ADMM
0 references
Bayesian information criteria
0 references
factor analysis
0 references
Stiefel manifold
0 references
