Bayesian sparse reduced rank multivariate regression
From MaRDI portal
Publication:2397124
Recommendations
- Bayesian sparse multiple regression for simultaneous rank reduction and variable selection
- Sparse reduced-rank regression with covariance estimation
- Reduced rank stochastic regression with a sparse singular value decomposition
- Bayesian analysis of reduced rank regression
- Parametric and semiparametric reduced-rank regression with flexible sparsity
Cites work
- scientific article; zbMATH DE number 3986503 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- A selective review of group selection in high-dimensional models
- An introduction to Bayesian analysis. Theory and methods.
- Asymptotic properties of bridge estimators in sparse high-dimensional regression models
- Bayesian generalized low rank regression models for neuroimaging phenotypes and genetic markers
- Bayesian methods for low-rank matrix estimation: short survey and theoretical study
- Bayesian reduced rank regression in econometrics
- Dimension Reduction and Coefficient Estimation in Multivariate Linear Regression
- Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
- Estimating the dimension of a model
- Estimation of (near) low-rank matrices with noise and high-dimensional scaling
- Estimation of high-dimensional low-rank matrices
- Joint variable and rank selection for parsimonious estimation of high-dimensional matrices
- Model Selection and Estimation in Regression with Grouped Variables
- Multivariate reduced-rank regression
- Nearly unbiased variable selection under minimax concave penalty
- On the consistency of Bayes estimates
- On the degrees of freedom of reduced-rank estimators in multivariate regression
- Optimal selection of reduced rank estimators of high-dimensional matrices
- Penalized methods for bi-level variable selection
- Penalized regression, standard errors, and Bayesian Lassos
- Posterior consistency in linear models under shrinkage priors
- Reduced Rank Stochastic Regression with a Sparse Singular value Decomposition
- Reduced rank regression via adaptive nuclear norm penalization
- Reduced rank ridge regression and its kernel extensions
- Reduced-rank regression for the multivariate linear model
- Sparse Partial Least Squares Regression for Simultaneous Dimension Reduction and Variable Selection
- Sparse reduced-rank regression for simultaneous dimension reduction and variable selection
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- Sure independence screening in generalized linear models with NP-dimensionality
- The Bayesian Lasso
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
(17)- Sparse reduced-rank regression with covariance estimation
- Sequential Scaled Sparse Factor Regression
- Ultra high-dimensional multivariate posterior contraction rate under shrinkage priors
- Stochastic complexities of reduced rank regression in Bayesian estimation
- Sparse Bayesian Methods for Low-Rank Matrix Estimation
- Bayesian sparse multiple regression for simultaneous rank reduction and variable selection
- Sparse reduced-rank regression for multivariate varying-coefficient models
- Algorithm for orthogonal matrix nearness and its application to feature representation
- A generalized likelihood-based Bayesian approach for scalable joint regression and covariance selection in high dimensions
- Large-scale multivariate sparse regression with applications to UK Biobank
- A reduced-rank approach to predicting multiple binary responses through machine learning
- Integrative multi-view regression: bridging group-sparse and low-rank models
- Bayesian sparse seemingly unrelated regressions model with variable selection and covariance estimation via the horseshoe+
- Bayesian analysis of reduced rank regression
- Bayesian Generalized Sparse Symmetric Tensor-on-Vector Regression
- High-dimensional multivariate posterior consistency under global-local shrinkage priors
- Multivariate response regression with low-rank and generalized sparsity
This page was built for publication: Bayesian sparse reduced rank multivariate regression
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2397124)
