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Title:

Nonparametric Reduced Rank Regression

Document type:
Zeitschriftenaufsatz
Author(s):
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 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
WWW:
NIPS Proceedings
Publisher:
Neural Information Processing Systems Foundation, Inc. (NIPS)
Print-ISSN:
9781627480031
Date of publication:
01.04.2013
Format:
Text
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