mixedLSR (Q5984604)
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Mixed, Low-Rank, and Sparse Multivariate Regression on High-Dimensional Data
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | mixedLSR |
Mixed, Low-Rank, and Sparse Multivariate Regression on High-Dimensional Data |
Statements
Mixed, low-rank, and sparse multivariate regression ('mixedLSR') provides tools for performing mixture regression when the coefficient matrix is low-rank and sparse. 'mixedLSR' allows subgroup identification by alternating optimization with simulated annealing to encourage global optimum convergence. This method is data-adaptive, automatically performing parameter selection to identify low-rank substructures in the coefficient matrix.
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4 November 2022
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