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A fully Bayesian approach to sparse reduced-rank multivariate regression
Statistical Modelling ( IF 1.2 ) Pub Date : 2020-09-25 , DOI: 10.1177/1471082x20948697
Dunfu Yang 1 , Gyuhyeong Goh 1 , Haiyan Wang 1
Affiliation  

In the context of high-dimensional multivariate linear regression, sparse reduced-rank regression (SRRR) provides a way to handle both variable selection and low-rank estimation problems. Although ...

中文翻译:

稀疏降秩多元回归的完全贝叶斯方法

在高维多元线性回归的背景下,稀疏降秩回归 (SRRR) 提供了一种处理变量选择和低秩估计问题的方法。虽然 ...
更新日期:2020-09-25
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