2 search results - page 1 / 1 » Sparse variable reduced rank regression via Stiefel optimiza... |
ICASSP
2011
IEEE
12 years 8 months ago
2011
IEEE
Reduced rank regression (RRR) has found application in various fields of signal processing. In this paper we propose a novel extension of the RRR model which we call sparse varia...
NPL
2002
13 years 4 months ago
2002
Ridge regression is a classical statistical technique that attempts to address the bias-variance trade-off in the design of linear regression models. A reformulation of ridge regr...