Sparse reduced-rank regression with covariance estimation.
Lisha ChenJianhua Z. HuangPublished in: Stat. Comput. (2016)
Keyphrases
- regularized regression
- regression model
- nonparametric regression
- robust regression
- sparse regression
- sparse bayesian learning
- estimation problems
- relevance vector machine
- generalized linear models
- semi parametric
- dense motion estimation
- sparse representation
- high dimensional
- sparse data
- ridge regression
- canonical correlation analysis
- signal reconstruction
- ordinary least squares
- gaussian process regression
- support vector
- accurate estimation
- regression problems
- regression analysis
- linear regression
- covariance matrix
- sparse kernel
- estimation process
- log likelihood function
- covariance function
- compressive sensing
- gaussian processes
- parameter estimation
- maximum likelihood
- pairwise