Robust multi-task regression with shifting low-rank patterns

DOI10.1007/S10114-025-3362-8MaRDI QIDQ7009522zbMATH OpenFDO

Authors Junfeng Cui, Guanghui Wang, Fengyi Song, Xiaoyan Ma, Changliang Zou

Publication date 20 March 2025

Published in Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10114-025-3362-8

zbMATH Keywords

low-rank matrix estimationmulti-task regressionmultiple change-point detectionrobust learning

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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