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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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Bibliografiska uppgifter
Huvudupphovsmän: Mukherjee, Ashin, Zhu, Ji
Materialtyp: Artigo
Språk:Inglês
Publicerad: 2011
Ämnen:
Länkar: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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