Envelope-based sparse reduced-rank regression for multivariate linear model.
Wenxing GuoNarayanaswamy BalakrishnanMu HePublished in: J. Multivar. Anal. (2023)
Keyphrases
- linear model
- regression model
- group lasso
- linear models
- regression analysis
- multivariate regression
- regression trees
- model selection
- nonlinear models
- regression coefficients
- high dimensional
- additive model
- gaussian process
- semi parametric
- linear transformations
- reproducing kernel hilbert space
- least squares
- relevance vector machine
- sparse regression
- sparse bayesian learning
- video sequences
- canonical correlation analysis