Sparse trace norm regularization

DOI10.1007/s00180-013-0440-7zbMath1306.65042arXiv1206.0333OpenAlexW2001125761MaRDI QIDQ2259743

Jianhui Chen, Jieping Ye

Publication date: 5 March 2015

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1206.0333

zbMATH Keywords

gradient methodregressionperformance boundlow rank

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Numerical mathematical programming methods (65K05) Convex programming (90C25)

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Uses Software

• SDPT3
• RCV1

Cites Work

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