Reduced Rank Stochastic Regression with a Sparse Singular value Decomposition

DOI10.1111/j.1467-9868.2011.01002.xzbMath1411.62182OpenAlexW2131230871WikidataQ57039786 ScholiaQ57039786MaRDI QIDQ5743134

Nils Chr. Stenseth, Kun Chen, Kung-Sik Chan

Publication date: 9 May 2019

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9868.2011.01002.x

zbMATH Keywords

regularizationmultivariate regressionoracle propertybiclusteringmicroarrary gene expression data

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Related Items (33)

High-Dimensional Vector Autoregressive Time Series Modeling via Tensor Decomposition ⋮ Generalized co-sparse factor regression ⋮ Sparse reduced-rank regression with covariance estimation ⋮ Biclustering via structured regularized matrix decomposition ⋮ Unnamed Item ⋮ Robust reduced rank regression in a distributed setting ⋮ Reduced rank regression with possibly non-smooth criterion functions: an empirical likelihood approach ⋮ Bayesian sparse reduced rank multivariate regression ⋮ A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction ⋮ Multivariate Functional Regression Via Nested Reduced-Rank Regularization ⋮ On the oracle property of a generalized adaptive elastic-net for multivariate linear regression with a diverging number of parameters ⋮ Model determination and estimation for the growth curve model via group SCAD penalty ⋮ Multiple change points detection in high-dimensional multivariate regression ⋮ Spectra in low‐rank localized layers (SpeLLL) for interpretable time–frequency analysis ⋮ Sparse and Low-Rank Matrix Quantile Estimation With Application to Quadratic Regression ⋮ Integrative sparse reduced-rank regression via orthogonal rotation for analysis of high-dimensional multi-source data ⋮ Sparse reduced-rank regression for simultaneous rank and variable selection via manifold optimization ⋮ Principal single-index varying-coefficient models for dimension reduction in quantile regression ⋮ Sparse Reduced Rank Huber Regression in High Dimensions ⋮ Nonconvex penalized reduced rank regression and its oracle properties in high dimensions ⋮ Stability Approach to Regularization Selection for Reduced-Rank Regression ⋮ Envelopes and principal component regression ⋮ Envelope-based sparse reduced-rank regression for multivariate linear model ⋮ Parallel integrative learning for large-scale multi-response regression with incomplete outcomes ⋮ Parametric and semiparametric reduced-rank regression with flexible sparsity ⋮ Leveraging mixed and incomplete outcomes via reduced-rank modeling ⋮ Recovery of simultaneous low rank and two-way sparse coefficient matrices, a nonconvex approach ⋮ Robust finite mixture regression for heterogeneous targets ⋮ Dimensionality Reduction and Variable Selection in Multivariate Varying-Coefficient Models With a Large Number of Covariates ⋮ Signal extraction approach for sparse multivariate response regression ⋮ Some aspects of response variable selection and estimation in multivariate linear regression ⋮ A note on rank reduction in sparse multivariate regression ⋮ On Cross-Validation for Sparse Reduced Rank Regression

This page was built for publication: Reduced Rank Stochastic Regression with a Sparse Singular value Decomposition