Bayesian sparse reduced rank multivariate regression (Q2397124)
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scientific article; zbMATH DE number 6723715
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| English | Bayesian sparse reduced rank multivariate regression |
scientific article; zbMATH DE number 6723715 |
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Bayesian sparse reduced rank multivariate regression (English)
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29 May 2017
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Bayesian
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low rank
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posterior consistency
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rank reduction
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sparsity
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0.8727045655250549
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0.8178860545158386
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0.8053443431854248
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0.8046771883964539
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0.8046770691871643
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