High-Dimensional Multi-Task Learning using Multivariate Regression and Generalized Fiducial Inference
From MaRDI portal
Publication:6093503
DOI10.1080/10618600.2022.2090946MaRDI QIDQ6093503
Thomas C. M. Lee, Unnamed Author
Publication date: 9 October 2023
Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10618600.2022.2090946
uncertainty quantification; large \(p\) small \(n\); confidence ellipsoids; prediction ellipsoids; GMTask
05C62: Graph representations (geometric and intersection representations, etc.)