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Fast stagewise sparse factor regression

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stat.ME 1

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2025 1

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Generalized Reduced-Rank Regression with Homogeneity Pursuit

stat.ME · 2025-01-25 · conditional · novelty 6.0

A unified regularized MLE for generalized multi-response regression jointly exploits column homogeneity, low rank, and sparsity, with rates that improve as within-group column differences shrink.

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  • Generalized Reduced-Rank Regression with Homogeneity Pursuit stat.ME · 2025-01-25 · conditional · none · ref 4

    A unified regularized MLE for generalized multi-response regression jointly exploits column homogeneity, low rank, and sparsity, with rates that improve as within-group column differences shrink.