most citedTuning parameter selection rules for nuclear norm regularized multivariate linear regression

1 citations · 1 across the 5 of their papers we have counts for

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5 papers

stat.ME2024

Tuning parameter selection for the adaptive nuclear norm regularized trace regression

Pan Shang, Lingchen Kong, Yiting Ma

Regularized models have been applied in lots of areas, with high-dimensional data sets being popular. Because tuning parameter decides the theoretical performance and computational…

stat.CO2024

Safe Feature Identification Rule for Fused Lasso by An Extra Dual Variable

Pan Shang, Huangyue Chen, Lingchen Kong

Fused Lasso was proposed to characterize the sparsity of the coefficients and the sparsity of their successive differences for the linear regression. Due to its wide applications,…

stat.ME2024

Safe subspace screening for the adaptive nuclear norm regularized trace regression

Pan Shang, Lingchen Kong

Matrix form data sets arise in many areas, so there are lots of works about the matrix regression models. One special model of these models is the adaptive nuclear norm regularized…

math.OC2019

Regularization parameter selection for low rank matrix recovery

Pan Shang, Lingchen Kong

Low rank matrix recovery is the focus of many applications, but it is a NP-hard problem. A popular way to deal with this problem is to solve its convex relaxation, the nuclear norm…

math.ST2019★ 1 cited

Tuning parameter selection rules for nuclear norm regularized multivariate linear regression

Pan Shang, Lingchen Kong

We consider the tuning parameter selection rules for nuclear norm regularized multivariate linear regression (NMLR) in high-dimensional setting. High-dimensional multivariate linea…