Reduced rank ridge regression and its kernel extensions
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Publication:4969815
DOI10.1002/SAM.10138OpenAlexW2153579905WikidataQ42110986 ScholiaQ42110986MaRDI QIDQ4969815FDOQ4969815
Authors:
Publication date: 14 October 2020
Published in: Statistical Analysis and Data Mining: The ASA Data Science Journal (Search for Journal in Brave)
Full work available at URL: http://europepmc.org/articles/pmc3444519
Cites Work
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- Reduced-rank regression for the multivariate linear model
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- Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
Cited In (19)
- Fast optimization methods for high-dimensional row-sparse multivariate quantile linear regression
- D4R: doubly robust reduced rank regression in high dimension
- Mining the factor zoo: estimation of latent factor models with sufficient proxies
- Reduced rank regression with matrix projections for high-dimensional multivariate linear regression model
- Variable selection and collinearity processing for multivariate data via row-elastic-net regularization
- Kernel dimension reduction in regression
- Penalisation methods in fitting high-dimensional cointegrated vector autoregressive models: a review
- Stability Approach to Regularization Selection for Reduced-Rank Regression
- A faster algorithm for ridge regression of reduced rank data
- Tensor-on-Tensor Regression
- Leveraging mixed and incomplete outcomes via reduced-rank modeling
- On the oracle property of a generalized adaptive elastic-net for multivariate linear regression with a diverging number of parameters
- Bayesian sparse reduced rank multivariate regression
- Hilbert space methods for reduced-rank Gaussian process regression
- Sparse reduced-rank regression for simultaneous rank and variable selection via manifold optimization
- Variable selection in multivariate regression models with measurement error in covariates
- Sparse Reduced Rank Huber Regression in High Dimensions
- A note on rank reduction in sparse multivariate regression
- Rows versus Columns: Randomized Kaczmarz or Gauss--Seidel for Ridge Regression
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