Sparse Reduced-Rank Regression for Simultaneous Dimension Reduction and Variable Selection (Q4904730)
From MaRDI portal
scientific article; zbMATH DE number 6133101
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sparse Reduced-Rank Regression for Simultaneous Dimension Reduction and Variable Selection |
scientific article; zbMATH DE number 6133101 |
Statements
Sparse Reduced-Rank Regression for Simultaneous Dimension Reduction and Variable Selection (English)
0 references
31 January 2013
0 references
group lasso penalty
0 references
low rank matrix approximation
0 references
multivariate regression
0 references
penalized least squares
0 references
sparsity
0 references
Stiefel manifolds
0 references
0 references
