Generalized co-sparse factor regression

DOI10.1016/J.CSDA.2020.107127OpenAlexW3095754208MaRDI QIDQ830453FDOQ830453

Authors: N. E. Zubov 

Publication date: 7 May 2021

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2010.08134

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zbMATH Keywords

singular value decompositionintegrative analysisdivide-and-conquermultivariate learning

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• SOFAR: Large-Scale Association Network Learning
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• Ridge Regression: Biased Estimation for Nonorthogonal Problems
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• Dimension Reduction and Coefficient Estimation in Multivariate Linear Regression
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• Optimal selection of reduced rank estimators of high-dimensional matrices
• Reduced Rank Stochastic Regression with a Sparse Singular value Decomposition
• Estimating Linear Restrictions on Regression Coefficients for Multivariate Normal Distributions
• Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion
• Joint variable and rank selection for parsimonious estimation of high-dimensional matrices
• Reduced rank vector generalized linear models for feature extraction
• On the adaptive elastic net with a diverging number of parameters
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Cited In (3)

• Negative binomial factor regression with application to microbiome data analysis
• Generalized common spatial factor model
• Title not available (Why is that?)

Uses Software

• R
• glmnet
• SOFAR

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