Bridging factor and sparse models (Q6183755)

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scientific article; zbMATH DE number 7783515
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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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