Pages that link to "Item:Q548562"

The following pages link to Optimal selection of reduced rank estimators of high-dimensional matrices (Q548562):

Displaying 50 items.

• Leveraging mixed and incomplete outcomes via reduced-rank modeling (Q105484) (← links)
• Signal extraction approach for sparse multivariate response regression (Q153109) (← links)
• Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas (Q265300) (← links)
• Optimal large-scale quantum state tomography with Pauli measurements (Q282466) (← links)
• High-dimensional consistency of rank estimation criteria in multivariate linear model (Q290726) (← links)
• Robust reduced-rank modeling via rank regression (Q338394) (← links)
• Adjusting for high-dimensional covariates in sparse precision matrix estimation by \(\ell_1\)-penalization (Q391559) (← links)
• Reconstruction of a low-rank matrix in the presence of Gaussian noise (Q391623) (← links)
• High-dimensional covariance matrix estimation with missing observations (Q395991) (← links)
• On estimation in the reduced-rank regression with a large number of responses and predictors (Q495393) (← links)
• Estimation of high-dimensional low-rank matrices (Q548539) (← links)
• Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion (Q661157) (← links)
• Concentration inequalities for matrix martingales in continuous time (Q681530) (← links)
• Joint variable and rank selection for parsimonious estimation of high-dimensional matrices (Q741790) (← links)
• Generalized co-sparse factor regression (Q830453) (← links)
• Nonconvex penalized reduced rank regression and its oracle properties in high dimensions (Q900821) (← links)
• On principal components regression, random projections, and column subsampling (Q1616329) (← links)
• Trace regression model with simultaneously low rank and row(column) sparse parameter (Q1658399) (← links)
• Reduced rank regression with possibly non-smooth criterion functions: an empirical likelihood approach (Q1658991) (← links)
• A principal varying-coefficient model for quantile regression: joint variable selection and dimension reduction (Q1663132) (← links)
• Sparse inference of the drift of a high-dimensional Ornstein-Uhlenbeck process (Q1755107) (← links)
• On the exponentially weighted aggregate with the Laplace prior (Q1800807) (← links)
• Low rank multivariate regression (Q1952208) (← links)
• Rank penalized estimators for high-dimensional matrices (Q1952222) (← links)
• Parametric and semiparametric reduced-rank regression with flexible sparsity (Q2018603) (← links)
• Spectral thresholding for the estimation of Markov chain transition operators (Q2074325) (← links)
• Adaptive estimation in multivariate response regression with hidden variables (Q2131249) (← links)
• Inference in latent factor regression with clusterable features (Q2137004) (← links)
• Distributed estimation in heterogeneous reduced rank regression: with application to order determination in sufficient dimension reduction (Q2140870) (← links)
• Robust reduced rank regression in a distributed setting (Q2158850) (← links)
• Exponential weights in multivariate regression and a low-rankness favoring prior (Q2179638) (← links)
• Inter-class sparsity based discriminative least square regression (Q2179822) (← links)
• Computing the degrees of freedom of rank-regularized estimators and cousins (Q2180064) (← links)
• High-dimensional VAR with low-rank transition (Q2195856) (← links)
• Scalable interpretable learning for multi-response error-in-variables regression (Q2196126) (← links)
• Capturing between-tasks covariance and similarities using multivariate linear mixed models (Q2209832) (← links)
• Adaptive estimation in structured factor models with applications to overlapping clustering (Q2215724) (← links)
• Reduced rank regression with matrix projections for high-dimensional multivariate linear regression model (Q2233570) (← links)
• Parallel integrative learning for large-scale multi-response regression with incomplete outcomes (Q2242011) (← links)
• Controlling the false discovery rate for latent factors via unit-rank deflation (Q2244589) (← links)
• Adaptive estimation of the rank of the coefficient matrix in high-dimensional multivariate response regression models (Q2284369) (← links)
• Recovery of simultaneous low rank and two-way sparse coefficient matrices, a nonconvex approach (Q2286374) (← links)
• Robust regression via mutivariate regression depth (Q2295029) (← links)
• A note on rank reduction in sparse multivariate regression (Q2323156) (← links)
• Structured matrix estimation and completion (Q2325396) (← links)
• On the sample covariance matrix estimator of reduced effective rank population matrices, with applications to fPCA (Q2348740) (← links)
• Bayesian sparse reduced rank multivariate regression (Q2397124) (← links)
• Asymptotic equivalence of quantum state tomography and noisy matrix completion (Q2438759) (← links)
• Noisy low-rank matrix completion with general sampling distribution (Q2444669) (← links)
• Sparse reduced-rank regression with covariance estimation (Q2631378) (← links)