Regularized high dimension low tubal-rank tensor regression
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Publication:2137811
DOI10.1214/22-EJS2004zbMath1493.62431MaRDI QIDQ2137811
George Michailidis, Samrat Roy
Publication date: 11 May 2022
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-16/issue-1/Regularized-high-dimension-low-tubal-rank-tensor-regression/10.1214/22-EJS2004.full
62J07: Ridge regression; shrinkage estimators (Lasso)
62J05: Linear regression; mixed models
15A72: Vector and tensor algebra, theory of invariants
Uses Software