Joint estimation of sparse multivariate regression and conditional graphical models
نویسندگان
چکیده
منابع مشابه
Joint estimation of sparse multivariate regression and conditional graphical models
Multivariate regression model is a natural generalization of the classical univariate regression model for fitting multiple responses. In this paper, we propose a highdimensional multivariate conditional regression model for constructing sparse estimates of the multivariate regression coefficient matrix that accounts for the dependency structure among the multiple responses. The proposed method...
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ژورنال
عنوان ژورنال: Statistica Sinica
سال: 2015
ISSN: 1017-0405
DOI: 10.5705/ss.2013.192