2 papers
stat.ME2022
Simultaneous Best Subset Selection and Dimension Reduction via Primal-Dual Iterations
Canhong Wen, Ruipeng Dong, Xueqin Wang +2
Sparse reduced rank regression is an essential statistical learning method. In the contemporary literature, estimation is typically formulated as a nonconvex optimization that ofte…
stat.ME2019
Best Subset Selection in Reduced Rank Regression
Canhong Wen, Weiyu Li, Junxian Zhu +1
We design a new algorithm on the best subset selection model in reduced rank regression.