{"title":"TRES: An R Package for Tensor Regression and Envelope Algorithms","authors":"Jing Zeng, Wenjing Wang, Xin Zhang","doi":"10.18637/jss.v099.i12","DOIUrl":null,"url":null,"abstract":"Recently, there has been a growing interest in tensor data analysis, where tensor regression is the cornerstone of statistical modeling for tensor data. This package provides the standard least squares estimators and the more efficient envelope estimators for the tensor response regression (TRR) and the tensor predictor regression (TPR) models. Envelope methodology is a relatively new class of dimension reduction techniques that jointly models the regression mean and covariance parameters. Three types of widely applicable envelope estimation algorithms are implemented and applied to both TRR and TPR models.","PeriodicalId":17237,"journal":{"name":"Journal of Statistical Software","volume":null,"pages":null},"PeriodicalIF":5.4000,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Statistical Software","FirstCategoryId":"94","ListUrlMain":"https://doi.org/10.18637/jss.v099.i12","RegionNum":2,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS","Score":null,"Total":0}
引用次数: 2
Abstract
Recently, there has been a growing interest in tensor data analysis, where tensor regression is the cornerstone of statistical modeling for tensor data. This package provides the standard least squares estimators and the more efficient envelope estimators for the tensor response regression (TRR) and the tensor predictor regression (TPR) models. Envelope methodology is a relatively new class of dimension reduction techniques that jointly models the regression mean and covariance parameters. Three types of widely applicable envelope estimation algorithms are implemented and applied to both TRR and TPR models.
期刊介绍:
The Journal of Statistical Software (JSS) publishes open-source software and corresponding reproducible articles discussing all aspects of the design, implementation, documentation, application, evaluation, comparison, maintainance and distribution of software dedicated to improvement of state-of-the-art in statistical computing in all areas of empirical research. Open-source code and articles are jointly reviewed and published in this journal and should be accessible to a broad community of practitioners, teachers, and researchers in the field of statistics.