Ontology highlight
ABSTRACT:
SUBMITTER: Mishra A
PROVIDER: S-EPMC6190918 | biostudies-literature | 2017
REPOSITORIES: biostudies-literature
Journal of computational and graphical statistics : a joint publication of American Statistical Association, Institute of Mathematical Statistics, Interface Foundation of North America 20171016 4
In multivariate regression models, a sparse singular value decomposition of the regression component matrix is appealing for reducing dimensionality and facilitating interpretation. However, the recovery of such a decomposition remains very challenging, largely due to the simultaneous presence of orthogonality constraints and co-sparsity regularization. By delving into the underlying statistical data generation mechanism, we reformulate the problem as a supervised co-sparse factor analysis, and ...[more]