Bridging factor and sparse models (Q6183755)
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scientific article; zbMATH DE number 7783515
Language | Label | Description | Also known as |
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English | Bridging factor and sparse models |
scientific article; zbMATH DE number 7783515 |
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Bridging factor and sparse models (English)
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4 January 2024
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factor models
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penalized least-squares
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high-dimensional inference
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(partial) covariance structure
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prediction
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machine learning
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supervised learning
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