Simultaneous Dimension Reduction and Variable Selection for Multinomial Logistic Regression

DOI10.1287/IJOC.2022.0132MaRDI QIDQ6200141zbMATH OpenFDO

Authors Canhong Wen, Ruipeng Dong, Wenliang Pan

Publication date 22 March 2024

Published in INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/IJOC.2022.0132

zbMATH Keywords

high-dimensional datamultinomial logistic regressionreduced-rank regressionvariable selection

Mathematics Subject Classification ID

Mathematical programming (90Cxx)

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