183 citations · 469 across the 31 of their papers we have counts for
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3 papers · 1 filter
stat.ML2010★ 2 cited
Reduced Rank Vector Generalized Linear Models for Feature Extraction
Yiyuan She
Supervised linear feature extraction can be achieved by fitting a reduced rank multivariate model. This paper studies rank penalized and rank constrained vector generalized linear…
stat.ME2010★ 4 cited
Outlier Detection Using Nonconvex Penalized Regression
Yiyuan She, Art B. Owen
This paper studies the outlier detection problem from the point of view of penalized regressions. Our regression model adds one mean shift parameter for each of the data points…
math.ST2010★ 183 cited
Optimal selection of reduced rank estimators of high-dimensional matrices
Florentina Bunea, Yiyuan She, Marten H. Wegkamp
We introduce a new criterion, the Rank Selection Criterion (RSC), for selecting the optimal reduced rank estimator of the coefficient matrix in multivariate response regression mod…