High-dimensional least square matrix regression

MaRDI QIDQ3134080zbMATH OpenFDO

Authors Bing Zhen Chen, Lingchen Kong

Publication date 8 February 2018

Full work available at URL http://www.yokohamapublishers.jp/online2/oppjo/vol13/p185.html

zbMATH Keywords

grouping effecthigh-dimensional matrix regressionmatrix elastic netmatrix least square

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Estimation in multivariate analysis (62H12) Optimality conditions and duality in mathematical programming (90C46)

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Cited in

(12)

• Block-diagonal precision matrix regularization for ultra-high dimensional data
• scientific article; zbMATH DE number 5994809 (Why is no real title available?)
• High-dimensional constrained matrix regression problems
• Variable selection and collinearity processing for multivariate data via row-elastic-net regularization
• Double fused Lasso regularized regression with both matrix and vector valued predictors
• Online regularized matrix regression with streaming data
• scientific article; zbMATH DE number 6472991 (Why is no real title available?)
• Low-rank elastic-net regularized multivariate Huber regression model
• High-dimensional linear models: a random matrix perspective
• scientific article; zbMATH DE number 2200484 (Why is no real title available?)
• A semiparametric model for matrix regression
• The linearized alternating direction method of multipliers for low-rank and fused LASSO matrix regression model

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