Large-scale multivariate sparse regression with applications to UK Biobank
DOI10.1214/21-AOAS1575zbMATH Open1498.62135OpenAlexW4286484355MaRDI QIDQ2170442FDOQ2170442
reduced-rank regressionsparse regressionlarge-scale algorithmpolygenic risk scoreUK Biobankultrahigh-dimensional problem
Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Learning and adaptive systems in artificial intelligence (68T05) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)
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