Bayesian sparse reduced rank multivariate regression
Many modern statistical problems can be cast in the framework of multivariate regression,
where the main task is to make statistical inference for a possibly sparse and low-rank …
where the main task is to make statistical inference for a possibly sparse and low-rank …
[PDF][PDF] Uncertainty quantification and design for noisy matrix completion-a unified framework
In this paper, we address the joint goals of uncertainty quantification (UQ) and statistical
design for the noisy matrix completion problem, ie, the problem of recovering a low-rank …
design for the noisy matrix completion problem, ie, the problem of recovering a low-rank …