Sparse reduced-rank regression for simultaneous dimension reduction and variable selection (Q4904730)
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scientific article; zbMATH DE number 6133101
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| English | Sparse reduced-rank regression for simultaneous dimension reduction and variable selection |
scientific article; zbMATH DE number 6133101 |
Statements
Sparse Reduced-Rank Regression for Simultaneous Dimension Reduction and Variable Selection (English)
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31 January 2013
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group lasso penalty
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low rank matrix approximation
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multivariate regression
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penalized least squares
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sparsity
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Stiefel manifolds
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0.8734169602394104
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0.8524646759033203
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0.8305237293243408
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0.821498692035675
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0.8175176382064819
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