Sparse reduced-rank regression for simultaneous dimension reduction and variable selection
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Publication:4904730
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Cited in
(90)- Capturing between-tasks covariance and similarities using multivariate linear mixed models
- On the Use of Minimum Penalties in Statistical Learning
- D4R: doubly robust reduced rank regression in high dimension
- Multiblock latent root regression. Application to epidemiological data
- Multivariate sparse Laplacian shrinkage for joint estimation of two graphical structures
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- Parallel integrative learning for large-scale multi-response regression with incomplete outcomes
- Negative binomial factor regression with application to microbiome data analysis
- Scalable Model-Free Feature Screening via Sliced-Wasserstein Dependency
- Dimensionality reduction approach to multivariate prediction
- Mining the factor zoo: estimation of latent factor models with sufficient proxies
- Parametric and semiparametric reduced-rank regression with flexible sparsity
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- Stability Approach to Regularization Selection for Reduced-Rank Regression
- Envelopes and principal component regression
- A Review of Envelope Models
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- Signal extraction approach for sparse multivariate response regression
- Sparse reduced-rank regression for multivariate varying-coefficient models
- Sparse Single Index Models for Multivariate Responses
- Bayesian tensor response regression with an application to brain activation studies
- Sparse reduced-rank regression with covariance estimation
- Asymptotic properties of adaptive group Lasso for sparse reduced rank regression
- Pairwise directions estimation for multivariate response regression data
- Reduced-rank multi-label classification
- Feature selection by canonical correlation search in high-dimensional multiresponse models with complex group structures
- Large-scale multivariate sparse regression with applications to UK Biobank
- An approach of Bayesian variable selection for ultrahigh-dimensional multivariate regression
- Selective factor extraction in high dimensions
- A note on rank reduction in sparse multivariate regression
- Sparse Reduced Rank Huber Regression in High Dimensions
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