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Titel:

Nonparametric Reduced Rank Regression

Dokumenttyp:
Zeitschriftenaufsatz
Autor(en):
Foygel, Rina; Horrell, Michael; Drton, Mathias; Lafferty, John D.
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 Dezimalklassifikation:
510 Mathematik
Kongresstitel:
26th Annual Conference on Neural Information Processing Systems 2012
Zeitschriftentitel:
Advances in Neural Information Processing Systems 25
Jahr:
2013
Band / Volume:
25
Jahr / Monat:
2013-04
Quartal:
2. Quartal
Monat:
Apr
Seitenangaben Beitrag:
1628-1636
Sprache:
en
WWW:
NIPS Proceedings
Verlag / Institution:
Neural Information Processing Systems Foundation, Inc. (NIPS)
Print-ISSN:
9781627480031
Publikationsdatum:
01.04.2013
Format:
Text
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