Dimension Reduction and Coefficient Estimation in Multivariate Linear Regression
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Cited in
(89)- Capturing between-tasks covariance and similarities using multivariate linear mixed models
- Stable recovery of low rank matrices from nuclear norm minimization
- Multiple change points detection in high-dimensional multivariate regression
- D4R: doubly robust reduced rank regression in high dimension
- Partitioning predictors in multivariate regression models
- Generalized co-sparse factor regression
- Variable selection in multivariate linear models for functional data via sparse regularization
- High-Dimensional Multivariate Linear Regression with Weighted Nuclear Norm Regularization
- Flexible dimension reduction in regression
- Multiple Response Regression for Gaussian Mixture Models with Known Labels
- Exact penalization for cardinality and rank-constrained optimization problems via partial regularization
- Flexible low-rank statistical modeling with missing data and side information
- Reducing bias and mitigating the influence of excess of zeros in regression covariates with multi-outcome adaptive LAD-lasso
- Robust multi-outcome regression with correlated covariate blocks using fused LAD-lasso
- Tuning parameter selection for the adaptive nuclear norm regularized trace regression
- A dynamic logistic regression for network link prediction
- Recovery of simultaneous low rank and two-way sparse coefficient matrices, a nonconvex approach
- Double fused Lasso penalized LAD for matrix regression
- Reduced rank regression with matrix projections for high-dimensional multivariate linear regression model
- Dimensionality reduction in multivariate nonparametric regression via nuclear norm penalization
- High-dimensional consistency of rank estimation criteria in multivariate linear model
- Sparse and Low-Rank Matrix Quantile Estimation With Application to Quadratic Regression
- Robust multi-task regression with shifting low-rank patterns
- Variable selection in multivariate linear regression with random predictors
- An Explicit Mean-Covariance Parameterization for Multivariate Response Linear Regression
- Simultaneous estimation and inference for multiple response variables
- A two-stage sequential conditional selection approach to sparse high-dimensional multivariate regression models
- Distributed estimation in heterogeneous reduced rank regression: with application to order determination in sufficient dimension reduction
- Robust reduced rank regression in a distributed setting
- Multivariate functional response low‐rank regression with an application to brain imaging data
- Regularization parameter selection for the low rank matrix recovery
- Mixed integer second-order cone programming formulations for variable selection in linear regression
- High-Dimensional Vector Autoregressive Time Series Modeling via Tensor Decomposition
- New approaches to model-free dimension reduction for bivariate regression
- A fast and consistent variable selection method for high-dimensional multivariate linear regression with a large number of explanatory variables
- Detecting clusters in multivariate response regression
- Integrative analysis of `-omics' data using penalty functions
- Minimax estimation in multi-task regression under low-rank structures
- Estimation of Low Rank High-Dimensional Multivariate Linear Models for Multi-Response Data
- An \(\ell_{\infty}\) eigenvector perturbation bound and its application
- Penalisation methods in fitting high-dimensional cointegrated vector autoregressive models: a review
- On Sure Screening with Multiple Responses
- Fixed-rank matrix factorizations and Riemannian low-rank optimization
- Stability Approach to Regularization Selection for Reduced-Rank Regression
- Factorisable multitask quantile regression
- Multivariate factorizable expectile regression with application to fMRI data
- An Efficient Convex Formulation for Reduced-Rank Linear Discriminant Analysis in High Dimensions
- Sequential Scaled Sparse Factor Regression
- Alternating DCA for reduced-rank multitask linear regression with covariance matrix estimation
- Simultaneous heterogeneity and reduced-rank learning for multivariate response regression
- L2RM: Low-Rank Linear Regression Models for High-Dimensional Matrix Responses
- Bayesian Generalized Sparse Symmetric Tensor-on-Vector Regression
- Hypothesis test in high dimensional multi-response linear models
- Leveraging mixed and incomplete outcomes via reduced-rank modeling
- Simultaneous selection of predictors and responses for high dimensional multivariate linear regression
- Low-Rank Regression Models for Multiple Binary Responses and their Applications to Cancer Cell-Line Encyclopedia Data
- Iterative sequential screening strategies for sparse recovery with computational advantages
- Some aspects of response variable selection and estimation in multivariate linear regression
- Reduced rank ridge regression and its kernel extensions
- On the oracle property of a generalized adaptive elastic-net for multivariate linear regression with a diverging number of parameters
- Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood
- Generalized trace regression with simultaneously nonconvex nuclear norm and two-dimensional spline Lasso
- Bayesian sparse reduced rank multivariate regression
- Computing the degrees of freedom of rank-regularized estimators and cousins
- On estimation in the reduced-rank regression with a large number of responses and predictors
- Semi-parametric order-based generalized multivariate regression
- Structured matrix learning under arbitrary entrywise dependence and estimation of Markov transition kernel
- Bayesian sparse partial least squares
- scientific article; zbMATH DE number 7415090 (Why is no real title available?)
- Dimension reduction in regression without matrix inversion
- Spectral thresholding for the estimation of Markov chain transition operators
- The bounds of restricted isometry constants for low rank matrices recovery
- Sparse reduced-rank regression for simultaneous rank and variable selection via manifold optimization
- Likelihood ratio test in multivariate linear regression: from low to high dimension
- Scalable interpretable multi-response regression via SEED
- Estimation of the error structure in multivariate response linear regression models
- Nuclear norm regularization
- Homogeneity estimation in multivariate generalized linear models
- Inferring Influence Networks from Longitudinal Bipartite Relational Data
- A fully Bayesian approach to sparse reduced-rank multivariate regression
- Estimators for multivariate allometric regression model
- Sparse Single Index Models for Multivariate Responses
- Bayesian tensor response regression with an application to brain activation studies
- Sparse reduced-rank regression with covariance estimation
- Variable and boundary selection for functional data via multiclass logistic regression modeling
- Feature selection by canonical correlation search in high-dimensional multiresponse models with complex group structures
- A note on rank reduction in sparse multivariate regression
- Heterogeneity exploration for multi-response regression
- Degrees of freedom in low rank matrix estimation
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