Sparse Reduced Rank Regression with Nonconvex Regularization.
Ziping ZhaoDaniel P. PalomarPublished in: SSP (2018)
Keyphrases
- sparsity regularization
- sparse regression
- kernel ridge regression
- regression model
- sparse bayesian learning
- low rank matrices
- structured sparsity
- relevance vector machine
- group lasso
- rank minimization
- mixed norm
- reproducing kernel hilbert space
- elastic net
- sparsity inducing
- robust principal component analysis
- sparse kernel
- low rank approximation
- support vector regression
- sparse approximation
- regularized least squares
- image restoration and reconstruction
- regularized regression
- covariance function
- regression algorithm
- high dimensional
- optimization problems
- model selection
- linear regression
- parameter selection
- regression problems
- canonical correlation analysis
- objective function
- convex optimization
- mixed integer nonlinear programming
- gaussian process regression
- sparse learning
- compressive sensing
- gaussian processes
- regularization parameter
- prior information