Regularized estimation of precision matrix for high-dimensional multivariate longitudinal data.
Qian FangChen YuZhang WeipingPublished in: J. Multivar. Anal. (2020)
Keyphrases
- high dimensional
- estimation problems
- multivariate data
- trace norm
- accurate estimation
- generalized linear models
- pseudo inverse
- regression model
- total least squares
- low rank
- parameter estimation
- least squares
- similarity search
- sparse data
- singular value decomposition
- estimation algorithm
- multi dimensional
- gene expression data
- input space
- variable selection
- high dimensional data
- estimation accuracy
- data points
- feature space