Joint variable and rank selection for parsimonious estimation of high-dimensional matrices

17 October 2011

Papers citing "Joint variable and rank selection for parsimonious estimation of high-dimensional matrices"

12 / 12 papers shown

Title
$On properties of fractional posterior in generalized reduced-rank regression$ On properties of fractional posterior in generalized reduced-rank regression The Tien Mai 43 1 0 27 Apr 2024
Simultaneous Best Subset Selection and Dimension Reduction via Primal-Dual Iterations Canhong Wen Ruipeng Dong Xueqin Wang Weiyu Li Heping Zhang 26 0 0 29 Nov 2022
On Cross-validation for Sparse Reduced Rank Regression Yiyuan She Hoang Tran 25 15 0 30 Dec 2018
Robust Sparse Reduced Rank Regression in High Dimensions Kean Ming Tan Qiang Sun Daniela Witten 31 3 0 18 Oct 2018
Integrative Multi-View Reduced-Rank Regression: Bridging Group-Sparse and Low-Rank Models Gen Li Xiaokang Liu Kun Chen 30 6 0 26 Jul 2018
Sparse inference of the drift of a high-dimensional Ornstein-Uhlenbeck process Stéphane Gaïffas Gustaw Matulewicz 36 27 0 10 Jul 2017
Bayesian sparse multiple regression for simultaneous rank reduction and variable selection Antik Chakraborty A. Bhattacharya Bani Mallick 33 26 0 02 Dec 2016
Improved Sparse Low-Rank Matrix Estimation Ankit Parekh I. Selesnick 74 46 0 29 Apr 2016
Robust Reduced Rank Regression Yiyuan She Kun Chen 29 58 0 14 Sep 2015
Model-based regression clustering for high-dimensional data. Application to functional data Emilie Devijver 23 20 0 04 Sep 2014
Adaptive Estimation in Two-way Sparse Reduced-rank Regression Zhuang Ma Zongming Ma Tingni Sun 56 34 0 08 Mar 2014
Oracle Inequalities and Optimal Inference under Group Sparsity Karim Lounici Massimiliano Pontil Alexandre B. Tsybakov Sara van de Geer 138 380 0 11 Jul 2010