Nuclear penalized multinomial regression with an application to predicting at bat outcomes in baseball

DOI10.1177/1471082X18777669OpenAlexW2963209504WikidataQ64921187 ScholiaQ64921187MaRDI QIDQ5142215

Robert Tibshirani, Scott Powers, Trevor Hastie

Publication date: 30 December 2020

Published in: Statistical Modelling (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.10272

zbMATH Keywords

nuclear normreduced-rank regressionmultinomial regressionBaseballproximal gradient descent

Mathematics Subject Classification ID

Statistics (62-XX)

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Uses Software

• R
• VGAM
• CVX
• glmnet
• ElemStatLearn

Cites Work

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• Reduced rank regression via adaptive nuclear norm penalization
• In-season prediction of batting averages: a field test of empirical Bayes and Bayes methodol\-ogies
• Reduced-rank vector generalized linear models
• Data Analysis Using Stein's Estimator and its Generalizations
• Parametric Empirical Bayes Inference: Theory and Applications