High-Dimensional Multivariate Linear Regression with Weighted Nuclear Norm Regularization
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Cites work
- A shrinkage principle for heavy-tailed data: high-dimensional robust low-rank matrix recovery
- Cauchy noise removal by weighted nuclear norm minimization
- Compressive Sensing via Nonlocal Low-Rank Regularization
- Consistency of trace norm minimization
- Convergence of descent methods for semi-algebraic and tame problems: proximal algorithms, forward-backward splitting, and regularized Gauss-Seidel methods
- Dimension Reduction and Coefficient Estimation in Multivariate Linear Regression
- Enhancing sparsity by reweighted \(\ell _{1}\) minimization
- Estimation of (near) low-rank matrices with noise and high-dimensional scaling
- Estimation of high-dimensional low-rank matrices
- Estimation of the mean of a multivariate normal distribution
- Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
- Generalized high-dimensional trace regression via nuclear norm regularization
- Global convergence of ADMM in nonconvex nonsmooth optimization
- Modern Multivariate Statistical Techniques
- Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion
- On model selection consistency of regularized M-estimators
- On the degrees of freedom of reduced-rank estimators in multivariate regression
- Optimal selection of reduced rank estimators of high-dimensional matrices
- Reduced rank regression via adaptive nuclear norm penalization
- Reduced rank ridge regression and its kernel extensions
- Regularization parameter selection for the low rank matrix recovery
- The Adaptive Lasso and Its Oracle Properties
- The Estimation of Prediction Error
- Weighted nuclear norm minimization and its applications to low level vision
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