High-Dimensional Multi-Task Learning using Multivariate Regression and Generalized Fiducial Inference

DOI10.1080/10618600.2022.2090946MaRDI QIDQ6093503zbMATH OpenOpenAlexFDO

Authors Thomas C. M. Lee

Publication date 9 October 2023

Published in Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10618600.2022.2090946

zbMATH Keywords

confidence ellipsoidsGMTasklarge \(p\) small \(n\)prediction ellipsoidsuncertainty quantification

Mathematics Subject Classification ID

Graph representations (geometric and intersection representations, etc.) (05C62)

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Cited in

(2)

• Parallel integrative learning for large-scale multi-response regression with incomplete outcomes
• Possibilistic Inferential Models: A Review

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