使用加权核规范正则化的高维多变量线性回归

IF 1.4 2区数学 Q2 STATISTICS & PROBABILITY

Journal of Computational and Graphical Statistics Pub Date : 2024-03-13 DOI:10.1080/10618600.2024.2331020

Namjoon Suh, Li-Hsiang Lin, Xiaoming Huo

引用次数: 0

摘要

我们考虑的是假设数据由多元线性回归模型生成时的低秩矩阵估计问题。为了诱导出低秩系数矩阵，我们采用了wei...

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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High-Dimensional Multivariate Linear Regression with Weighted Nuclear Norm Regularization

We consider a low-rank matrix estimation problem when the data is assumed to be generated from the multivariate linear regression model. To induce the low-rank coefficient matrix, we employ the wei...

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来源期刊

Journal of Computational and Graphical Statistics 数学-统计学与概率论

CiteScore

3.50

自引率

8.30%

发文量

153

审稿时长

>12 weeks

期刊介绍： The Journal of Computational and Graphical Statistics (JCGS) presents the very latest techniques on improving and extending the use of computational and graphical methods in statistics and data analysis. Established in 1992, this journal contains cutting-edge research, data, surveys, and more on numerical graphical displays and methods, and perception. Articles are written for readers who have a strong background in statistics but are not necessarily experts in computing. Published in March, June, September, and December.