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Sequential Co-Sparse Factor Regression
In multivariate regression models, a sparse singular value decomposition of the regression component matrix is appealing for reducing dimensionality and facilitating interpretation. However, the recovery of such a decomposition remains very challenging, largely due to the simultaneous presence of or...
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| Published in: | J Comput Graph Stat |
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| Main Authors: | , , |
| Format: | Artigo |
| Language: | Inglês |
| Published: |
2017
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| Subjects: | |
| Online Access: | https://ncbi.nlm.nih.gov/pmc/articles/PMC6190918/ https://ncbi.nlm.nih.gov/pubmed/30337797 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1080/10618600.2017.1340891 |
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