Trace regression model with simultaneously low rank and row(column) sparse parameter

DOI10.1016/j.csda.2017.06.009zbMath1466.62229OpenAlexW2735684579MaRDI QIDQ1658399

Lu Niu, Shushi Zhan, Jun-Long Zhao

Publication date: 14 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2017.06.009

zbMATH Keywords

low ranktrace regression modelADMM algorithmmatrix covariatesrow/column sparse

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Related Items (6)

Oracle inequality for sparse trace regression models with exponential \(\beta\)-mixing errors ⋮ Statistical inference on the significance of rows and columns for matrix-valued data in an additive model ⋮ The rate of convergence for sparse and low-rank quantile trace regression ⋮ Subspace Estimation with Automatic Dimension and Variable Selection in Sufficient Dimension Reduction ⋮ Expectile trace regression via low-rank and group sparsity regularization ⋮ Quantile trace regression via nuclear norm regularization

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