Pages that link to "Item:Q5743134"

The following pages link to Reduced Rank Stochastic Regression with a Sparse Singular value Decomposition (Q5743134):

Displaying 47 items.

• Reduced rank regression via adaptive nuclear norm penalization (Q105426) (← links)
• Leveraging mixed and incomplete outcomes via reduced-rank modeling (Q105484) (← links)
• Signal extraction approach for sparse multivariate response regression (Q153109) (← links)
• Supervised singular value decomposition and its asymptotic properties (Q268716) (← links)
• Reduced-rank estimation for ill-conditioned stochastic linear model with high signal-to-noise ratio (Q308243) (← links)
• Sparse-smooth regularized singular value decomposition (Q391596) (← links)
• Model determination and estimation for the growth curve model via group SCAD penalty (Q392072) (← links)
• Generalized co-sparse factor regression (Q830453) (← links)
• Nonconvex penalized reduced rank regression and its oracle properties in high dimensions (Q900821) (← 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)
• On the oracle property of a generalized adaptive elastic-net for multivariate linear regression with a diverging number of parameters (Q1679561) (← links)
• Unbiased predictive risk estimation of the Tikhonov regularization parameter: convergence with increasing rank approximations of the singular value decomposition (Q2009116) (← links)
• Parametric and semiparametric reduced-rank regression with flexible sparsity (Q2018603) (← links)
• Sparse principal component regression via singular value decomposition approach (Q2051586) (← links)
• Some aspects of response variable selection and estimation in multivariate linear regression (Q2062774) (← links)
• Biclustering via structured regularized matrix decomposition (Q2141911) (← links)
• Robust reduced rank regression in a distributed setting (Q2158850) (← links)
• Parallel integrative learning for large-scale multi-response regression with incomplete outcomes (Q2242011) (← links)
• Recovery of simultaneous low rank and two-way sparse coefficient matrices, a nonconvex approach (Q2286374) (← links)
• Robust finite mixture regression for heterogeneous targets (Q2287712) (← links)
• A note on rank reduction in sparse multivariate regression (Q2323156) (← links)
• Efficient estimation of regularization parameters via downsampling and the singular value expansion, downsampling regularization parameter estimation (Q2359760) (← links)
• Bayesian sparse reduced rank multivariate regression (Q2397124) (← links)
• Sparse reduced-rank regression with covariance estimation (Q2631378) (← links)
• Envelope-based sparse reduced-rank regression for multivariate linear model (Q2692933) (← links)
• Biclustering via Sparse Singular Value Decomposition (Q3076038) (← links)
• On Cross-Validation for Sparse Reduced Rank Regression (Q3120104) (← links)
• Dimensionality Reduction and Variable Selection in Multivariate Varying-Coefficient Models With a Large Number of Covariates (Q4962440) (← links)
• Sparse reduced-rank regression for multivariate varying-coefficient models (Q5065249) (← links)
• Multivariate Functional Regression Via Nested Reduced-Rank Regularization (Q5083370) (← links)
• Principal single-index varying-coefficient models for dimension reduction in quantile regression (Q5107741) (← links)
• (Q5214193) (← links)
• High-Dimensional Vector Autoregressive Time Series Modeling via Tensor Decomposition (Q5881139) (← links)
• Multiple change points detection in high-dimensional multivariate regression (Q6052523) (← links)
• Spectra in low‐rank localized layers (SpeLLL) for interpretable time–frequency analysis (Q6079868) (← links)
• Sparse and Low-Rank Matrix Quantile Estimation With Application to Quadratic Regression (Q6086172) (← links)
• Integrative sparse reduced-rank regression via orthogonal rotation for analysis of high-dimensional multi-source data (Q6089202) (← links)
• Sparse reduced-rank regression for simultaneous rank and variable selection via manifold optimization (Q6104399) (← links)
• Envelopes and principal component regression (Q6184884) (← links)
• D4R: doubly robust reduced rank regression in high dimension (Q6556782) (← links)
• Penalisation methods in fitting high-dimensional cointegrated vector autoregressive models: a review (Q6612363) (← links)
• Bayesian joint modeling of high-dimensional discrete multivariate longitudinal data using generalized linear mixed models (Q6616386) (← links)
• Sequential Scaled Sparse Factor Regression (Q6620886) (← links)
• Bayesian generalized linear low rank regression models for the detection of vaccine-adverse event associations (Q6625737) (← links)
• Negative binomial factor regression with application to microbiome data analysis (Q6628584) (← links)
• A fully Bayesian approach to sparse reduced-rank multivariate regression (Q6664998) (← links)