Sparse reduced-rank regression for simultaneous dimension reduction and variable selection
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Cites work
- A note on adaptive group Lasso
- Asymptotic distribution of the reduced rank regression estimator under general conditions
- Input selection and shrinkage in multiresponse linear regression
- Model Selection and Estimation in Regression with Grouped Variables
- Modern Multivariate Statistical Techniques
- On the adaptive elastic net with a diverging number of parameters
- Pathwise coordinate optimization
- Procrustes Problems
- Reduced-rank regression for the multivariate linear model
- Regularized multivariate regression for identifying master predictors with application to integrative genomics study of breast cancer
- The Adaptive Lasso and Its Oracle Properties
- The Geometry of Algorithms with Orthogonality Constraints
Cited in
(only showing first 100 items - show all)- Leveraging mixed and incomplete outcomes via reduced-rank modeling
- Signal extraction approach for sparse multivariate response regression
- Simultaneous dimension reduction and variable selection in modeling high dimensional data
- Reduced rank regression with possibly non-smooth criterion functions: an empirical likelihood approach
- High-dimensional multivariate posterior consistency under global-local shrinkage priors
- A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction
- Sparse principal component regression with adaptive loading
- Sparse and kernel OPLS feature extraction based on eigenvalue problem solving
- On the oracle property of a generalized adaptive elastic-net for multivariate linear regression with a diverging number of parameters
- Estimating a sparse reduction for general regression in high dimensions
- Parametric and semiparametric reduced-rank regression with flexible sparsity
- Multivariate variable selection by means of null-beamforming
- Ultra high-dimensional multivariate posterior contraction rate under shrinkage priors
- Multivariate response regression with low-rank and generalized sparsity
- Multivariate sparse Laplacian shrinkage for joint estimation of two graphical structures
- Recent advances in statistical methodologies in evaluating program for high-dimensional data
- Estimation of conditional mean operator under the bandable covariance structure
- Alternating DCA for reduced-rank multitask linear regression with covariance matrix estimation
- Large-scale multivariate sparse regression with applications to UK Biobank
- Envelope-based sparse partial least squares
- Capturing between-tasks covariance and similarities using multivariate linear mixed models
- Parallel integrative learning for large-scale multi-response regression with incomplete outcomes
- Recovery of simultaneous low rank and two-way sparse coefficient matrices, a nonconvex approach
- A two-stage sequential conditional selection approach to sparse high-dimensional multivariate regression models
- A note on rank reduction in sparse multivariate regression
- Bayesian sparse reduced rank multivariate regression
- Semi-parametric order-based generalized multivariate regression
- Simultaneous selection of predictors and responses for high dimensional multivariate linear regression
- Sparse reduced-rank regression with covariance estimation
- Envelope-based sparse reduced-rank regression for multivariate linear model
- High-dimensional consistency of rank estimation criteria in multivariate linear model
- Analysis of double single index models
- On Cross-Validation for Sparse Reduced Rank Regression
- Multivariate regression shrinkage and selection by canonical correlation analysis
- Robust reduced-rank modeling via rank regression
- Dimensionality reduction and variable selection in multivariate varying-coefficient models with a large number of covariates
- Reduced rank regression based on hard-thresholding singular value penalization
- Projection correlation between scalar and vector variables and its use in feature screening with multi-response data
- On Sure Screening with Multiple Responses
- Dimension-wise sparse low-rank approximation of a matrix with application to variable selection in high-dimensional integrative analyzes of association
- Sparse reduced-rank regression for multivariate varying-coefficient models
- Sparse Single Index Models for Multivariate Responses
- An Explicit Mean-Covariance Parameterization for Multivariate Response Linear Regression
- Simultaneous estimation and inference for multiple response variables
- Pairwise directions estimation for multivariate response regression data
- Principal single-index varying-coefficient models for dimension reduction in quantile regression
- Feature selection by canonical correlation search in high-dimensional multiresponse models with complex group structures
- Reduced-rank multi-label classification
- Scalable interpretable multi-response regression via SEED
- Bayesian sparse multiple regression for simultaneous rank reduction and variable selection
- Sparse minimum discrepancy approach to sufficient dimension reduction with simultaneous variable selection in ultrahigh dimension
- Selective factor extraction in high dimensions
- Reduced rank stochastic regression with a sparse singular value decomposition
- Summaries of three keynote lectures at the SAE – 2018
- Variable screening in multivariate linear regression with high-dimensional covariates
- High-Dimensional Vector Autoregressive Time Series Modeling via Tensor Decomposition
- Dimensionality reduction approach to multivariate prediction
- Dimension Reduction for Integrative Survival Analysis
- A Review of Envelope Models
- A Stratified Penalized Kernel Method for Semiparametric Variable Labeling and Estimation of Multi-Output Time-Varying Coefficient Models for Nonstationary Time Series
- Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models
- Covariate‐driven factorization by thresholding for multiblock data
- Dimensionality reduction for regularization of sparse data-driven RANS simulations
- Sparse vector error correction models with application to cointegration‐based trading
- Integrative sparse reduced-rank regression via orthogonal rotation for analysis of high-dimensional multi-source data
- Bayesian tensor response regression with an application to brain activation studies
- The EAS approach to variable selection for multivariate response data in high-dimensional settings
- Scalable Model-Free Feature Screening via Sliced-Wasserstein Dependency
- Sparse Reduced Rank Huber Regression in High Dimensions
- Mining the factor zoo: estimation of latent factor models with sufficient proxies
- Low-Rank Regression Models for Multiple Binary Responses and their Applications to Cancer Cell-Line Encyclopedia Data
- Stability Approach to Regularization Selection for Reduced-Rank Regression
- Envelopes and principal component regression
- Simultaneous Dimension Reduction and Variable Selection for Multinomial Logistic Regression
- Asymptotic properties of adaptive group Lasso for sparse reduced rank regression
- An approach of Bayesian variable selection for ultrahigh-dimensional multivariate regression
- On the Use of Minimum Penalties in Statistical Learning
- D4R: doubly robust reduced rank regression in high dimension
- Penalized spline estimation of principal components for sparse functional data: rates of convergence
- Response variable selection in multivariate linear regression
- Penalisation methods in fitting high-dimensional cointegrated vector autoregressive models: a review
- Sequential Scaled Sparse Factor Regression
- Negative binomial factor regression with application to microbiome data analysis
- Estimation and visualization of heterogeneous treatment effects for multiple outcomes
- Asymptotically faster estimation of high-dimensional additive models using subspace learning
- Multivariate spatiotemporal models with low rank coefficient matrix
- A fully Bayesian approach to sparse reduced-rank multivariate regression
- Simultaneous heterogeneity and reduced-rank learning for multivariate response regression
- A Cepstral Model for Efficient Spectral Analysis of Covariate-Dependent Time Series
- Bayesian Partial Reduced-Rank Regression
- Regularized reduced-rank regression for structured output prediction
- Iterative sequential screening strategies for sparse recovery with computational advantages
- Multiobject data integration in the study of primary progressive aphasia
- Penalized reduced rank regression for multi-outcome survival data supports a common metabolic risk score for age-related diseases
- Estimation of the error structure in multivariate response linear regression models
- Sparse RRR model for compositional data
- Homogeneity estimation in multivariate generalized linear models
- Robust feature screening via Grothendieck's correlation with FDR control
- Extension of W-method and A-learner for multiple binary outcomes
- Uncertainty quantification in Bayesian reduced-rank sparse regressions
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