Sparse reduced-rank regression for simultaneous rank and variable selection via manifold optimization (Q6104399)
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scientific article; zbMATH DE number 7696199
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sparse reduced-rank regression for simultaneous rank and variable selection via manifold optimization |
scientific article; zbMATH DE number 7696199 |
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Sparse reduced-rank regression for simultaneous rank and variable selection via manifold optimization (English)
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15 June 2023
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ADMM
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Bayesian information criteria
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factor analysis
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Stiefel manifold
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