Scalable interpretable multi-response regression via SEED
From MaRDI portal
Recommendations
- Sparse reduced-rank regression with covariance estimation
- Sparse reduced-rank regression for simultaneous dimension reduction and variable selection
- Adaptive estimation in two-way sparse reduced-rank regression
- Joint variable and rank selection for parsimonious estimation of high-dimensional matrices
- Reduced rank stochastic regression with a sparse singular value decomposition
Cites work
- A framework for robust subspace learning
- A general framework for consistency of principal component analysis
- A note on rank reduction in sparse multivariate regression
- A Singular Value Thresholding Algorithm for Matrix Completion
- Adaptive estimation of a quadratic functional by model selection.
- Adaptive Forward-Backward Greedy Algorithm for Learning Sparse Representations
- Asymptotic Equivalence of Regularization Methods in Thresholded Parameter Space
- Consistency of trace norm minimization
- Decoding by Linear Programming
- Dimension Reduction and Coefficient Estimation in Multivariate Linear Regression
- Distributed optimization and statistical learning via the alternating direction method of multipliers
- Estimation of (near) low-rank matrices with noise and high-dimensional scaling
- Estimation with quadratic loss.
- Generalized co-sparse factor regression
- High dimensional thresholded regression and shrinkage effect
- scientific article; zbMATH DE number 1183304 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Joint variable and rank selection for parsimonious estimation of high-dimensional matrices
- Kronecker graphs: an approach to modeling networks
- Latent variable graphical model selection via convex optimization
- Minimax Rates of Estimation for High-Dimensional Linear Regression Over \ell_q-Balls
- Model Selection and Estimation in Regression with Grouped Variables
- Multivariate reduced-rank regression
- Noisy matrix decomposition via convex relaxation: optimal rates in high dimensions
- On consistency and sparsity for principal components analysis in high dimensions
- On the distribution of the largest eigenvalue in principal components analysis
- Optimal selection of reduced rank estimators of high-dimensional matrices
- Provable Subspace Clustering: When LRR Meets SSC
- Reduced rank regression via adaptive nuclear norm penalization
- Reduced rank stochastic regression with a sparse singular value decomposition
- Reduced-rank regression for the multivariate linear model
- Sparse PCA: optimal rates and adaptive estimation
- Sparse principal component analysis and iterative thresholding
- Sparsistency and agnostic inference in sparse PCA
- Statistics for high-dimensional data. Methods, theory and applications.
- Tight Oracle Inequalities for Low-Rank Matrix Recovery From a Minimal Number of Noisy Random Measurements
- Truncated power method for sparse eigenvalue problems
- Tuning parameter selection in high dimensional penalized likelihood
Cited in
(15)- Large-scale multivariate sparse regression with applications to UK Biobank
- Scalable interpretable learning for multi-response error-in-variables regression
- Parallel integrative learning for large-scale multi-response regression with incomplete outcomes
- Controlling the false discovery rate for latent factors via unit-rank deflation
- Recovery of simultaneous low rank and two-way sparse coefficient matrices, a nonconvex approach
- A polynomial algorithm for best-subset selection problem
- Estimation of Low Rank High-Dimensional Multivariate Linear Models for Multi-Response Data
- Communication-efficient estimation for distributed subset selection
- Scalable efficient reproducible multi-task learning via data splitting
- D4R: doubly robust reduced rank regression in high dimension
- Sequential Scaled Sparse Factor Regression
- Personalized federated learning on large-scale association networks
- SOFARI: High-Dimensional Manifold-Based Inference
- Influential Observations Detection by Random Projection in High-Dimensional Multivariate Response Linear Model
- A New Approach for Homogeneity Pursuit in Short Panel Data Analysis
This page was built for publication: Scalable interpretable multi-response regression via SEED
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5214193)
