3 papers
stat.ME2025
Bayesian Markov-Switching Partial Reduced-Rank Regression
Maria F. Pintado, Matteo Iacopini, Luca Rossini +1
Reduced-Rank (RR) regression is a powerful dimensionality reduction technique but it overlooks any possible group configuration among the responses by assuming a low-rank structure…
stat.ME2024
Bayesian Partial Reduced-Rank Regression
Maria F. Pintado, Matteo Iacopini, Luca Rossini +1
Reduced-rank (RR) regression may be interpreted as a dimensionality reduction technique able to reveal complex relationships among the data parsimoniously. However, RR regression m…
stat.ME2023
Uncertainty Quantification in Bayesian Reduced-Rank Sparse Regressions
Maria F. Pintado, Matteo Iacopini, Luca Rossini +1
Reduced-rank regression recognises the possibility of a rank-deficient matrix of coefficients. We propose a novel Bayesian model for estimating the rank of the coefficient matrix,…