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Document type:
Zeitschriftenaufsatz 
Author(s):
Foygel, R. Horrell, M., Drton, M., Lafferty, J.D. 
Title:
Nonparametric Reduced Rank Regression 
Abstract:
We propose an approach to multivariate nonparametric regression that generalizes reduced rank regression for linear models. An additive model is estimated for each dimension of a q-dimensional response, with a shared p-dimensional predictor variable. To control the complexity of the model, we employ a functional form of the Ky-Fan or nuclear norm, resulting in a set of function estimates that have low rank. Backfitting algorithms are derived and justified using a nonparametric form of the nuc...    »
 
Dewey Decimal Classification:
510 Mathematik 
Congress title:
26th Annual Conference on Neural Information Processing Systems 2012 
Journal title:
Advances in Neural Information Processing Systems 25 
Year:
2013 
Journal volume:
25 
Year / month:
2013-04 
Quarter:
2. Quartal 
Month:
Apr 
Pages contribution:
1628-1636 
Language:
en 
Publisher:
Neural Information Processing Systems Foundation, Inc. (NIPS) 
Print-ISSN:
9781627480031 
Date of publication:
01.04.2013 
Format:
Text