Sparse reduced-rank regression with covariance estimation
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Publication:2631378
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Cites work
- Dimension Reduction and Coefficient Estimation in Multivariate Linear Regression
- Estimation of (near) low-rank matrices with noise and high-dimensional scaling
- Forecasting with many predictors: is boosting a viable alternative?
- scientific article; zbMATH DE number 1086070 (Why is no real title available?)
- Input selection and shrinkage in multiresponse linear regression
- Joint variable and rank selection for parsimonious estimation of high-dimensional matrices
- Model Selection and Estimation in Regression with Grouped Variables
- Model selection and estimation in the Gaussian graphical model
- Modern Multivariate Statistical Techniques
- Multivariate reduced-rank regression
- Optimal selection of reduced rank estimators of high-dimensional matrices
- Reduced rank regression via adaptive nuclear norm penalization
- Reduced rank stochastic regression with a sparse singular value decomposition
- Reduced-rank regression for the multivariate linear model
- Regularized multivariate regression for identifying master predictors with application to integrative genomics study of breast cancer
- Sparse inverse covariance estimation with the graphical lasso
- Sparse reduced-rank regression for simultaneous dimension reduction and variable selection
- Support union recovery in high-dimensional multivariate regression
- The graphical lasso: new insights and alternatives
Cited in
(33)- Input selection and shrinkage in multiresponse linear regression
- On the oracle property of a generalized adaptive elastic-net for multivariate linear regression with a diverging number of parameters
- Parametric and semiparametric reduced-rank regression with flexible sparsity
- Multivariate response regression with low-rank and generalized sparsity
- Alternating DCA for reduced-rank multitask linear regression with covariance matrix estimation
- Large-scale multivariate sparse regression with applications to UK Biobank
- Capturing between-tasks covariance and similarities using multivariate linear mixed models
- A note on rank reduction in sparse multivariate regression
- Bayesian sparse reduced rank multivariate regression
- Reduced-rank estimation for ill-conditioned stochastic linear model with high signal-to-noise ratio
- On Cross-Validation for Sparse Reduced Rank Regression
- Robust reduced-rank modeling via rank regression
- Sparse reduced-rank regression for simultaneous dimension reduction and variable selection
- On estimation in the reduced-rank regression with a large number of responses and predictors
- Adaptive estimation in two-way sparse reduced-rank regression
- Sparse reduced-rank regression for multivariate varying-coefficient models
- scientific article; zbMATH DE number 7506682 (Why is no real title available?)
- Sparse alternatives to ridge regression: a random effects approach
- An algorithm for the multivariate group Lasso with covariance estimation
- Scalable interpretable multi-response regression via SEED
- Integrative multi-view regression: bridging group-sparse and low-rank models
- Bayesian sparse multiple regression for simultaneous rank reduction and variable selection
- Indirect multivariate response linear regression
- Reduced rank stochastic regression with a sparse singular value decomposition
- Reducing subspace models for large‐scale covariance regression
- Bayesian variable selection for matrix autoregressive models
- On the Use of Minimum Penalties in Statistical Learning
- Detecting clusters in multivariate response regression
- Regularized reduced-rank regression for structured output prediction
- Estimation of the error structure in multivariate response linear regression models
- Cross-covariance matrix estimation for directional integration of dual-omics data
- Generalized co-sparse factor regression
- Estimation of covariance matrix via the sparse Cholesky factor with lasso
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