High-dimensional least square matrix regression

zbMATH Open1383.62166MaRDI QIDQ3134080FDOQ3134080

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

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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)

Cited In (8)

• Block-diagonal precision matrix regularization for ultra-high dimensional data
• Title not available (Why is that?)
• Variable selection and collinearity processing for multivariate data via row-elastic-net regularization
• Title not available (Why is that?)
• Low-rank elastic-net regularized multivariate Huber regression model
• High-dimensional linear models: a random matrix perspective
• Title not available (Why is that?)
• The linearized alternating direction method of multipliers for low-rank and fused LASSO matrix regression model

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