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Reduced Rank Ridge Regression and Its Kernel Extensions
In multivariate linear regression, it is often assumed that the response matrix is intrinsically of lower rank. This could be because of the correlation structure among the prediction variables or the coefficient matrix being lower rank. To accommodate both, we propose a reduced rank ridge regressio...
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| Main Authors: | , |
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| Format: | Artigo |
| Sprog: | Inglês |
| Udgivet: |
2011
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| Fag: | |
| Online adgang: | https://ncbi.nlm.nih.gov/pmc/articles/PMC3444519/ https://ncbi.nlm.nih.gov/pubmed/22993641 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1002/sam.10138 |
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