Input selection and shrinkage in multiresponse linear regression
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Cites work
- A new approach to variable selection in least squares problems
- A sparse signal reconstruction perspective for source localization with sensor arrays
- Adaptive multivariate ridge regression
- Algorithms for simultaneous sparse approximation. II: Convex relaxation
- Bayes Model Averaging with Selection of Regressors
- Blockwise sparse regression
- Component selection and smoothing in multivariate nonparametric regression
- Dimensionality reduction approach to multivariate prediction
- Heuristics of instability and stabilization in model selection
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- Least angle regression. (With discussion)
- Model Selection and Estimation in Regression with Grouped Variables
- Model Selection for Multivariate Regression in Small Samples
- Multivariate reduced-rank regression
- Predicting Multivariate Response in Linear Regression Model
- Second-order cone programming
- Sparse solutions to linear inverse problems with multiple measurement vectors
- The \(F_{\infty}\)-norm support vector machine
- Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
Cited in
(29)- Editorial: Statistical learning methods including dimensionality reduction
- Signal extraction approach for sparse multivariate response regression
- Sparse group Lasso and high dimensional multinomial classification
- On the oracle property of a generalized adaptive elastic-net for multivariate linear regression with a diverging number of parameters
- Fast projections onto mixed-norm balls with applications
- Regularization-based model tree for multi-output regression
- Variable selection and collinearity processing for multivariate data via row-elastic-net regularization
- Bayesian joint inference for multivariate quantile regression model with \(L_{1/2}\) penalty
- Large-scale multivariate sparse regression with applications to UK Biobank
- Semi-automated simultaneous predictor selection for regression-SARIMA models
- Sparse multinomial kernel discriminant analysis (sMKDA)
- A new bound on the block restricted isometry constant in compressed sensing
- Simultaneous selection of predictors and responses for high dimensional multivariate linear regression
- Sparse reduced-rank regression with covariance estimation
- Multivariate regression shrinkage and selection by canonical correlation analysis
- Sparse regression and support recovery with \(\mathbb{L}_2\)-boosting algorithms
- Sparse reduced-rank regression for simultaneous dimension reduction and variable selection
- On the convergence of rank-one multi-target linear regression
- Modeling association between multivariate correlated outcomes and high-dimensional sparse covariates: the adaptive SVS method
- Adaptive sup-norm regularized simultaneous multiple quantiles regression
- Surveying and comparing simultaneous sparse approximation (or group-lasso) algorithms
- Bayesian tensor response regression with an application to brain activation studies
- The EAS approach to variable selection for multivariate response data in high-dimensional settings
- Convolutional neural network based multi-input multi-output model for multi-sensor multivariate virtual metrology in semiconductor manufacturing
- Generalized finite mixture of multivariate regressions with applications to therapeutic biomarker identification
- Row-wise fusion regularization: an interpretable personalized federated learning framework in large-scale scenarios
- Variable selection in high-dimensional sparse multiresponse linear regression models
- Practical variable selection for generalized additive models
- Least angle and \(\ell _{1}\) penalized regression: a review
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