Bayesian Partial Reduced-Rank Regression

Reduced-rank (RR) regression may be interpreted as a dimensionality reduction technique able to reveal complex relationships among the data parsimoniously. However, RR regression models typically overlook any potential group structure among the responses by assuming a low-rank structure on the coeff...

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Hauptverfasser: Pintado, Maria F, Iacopini, Matteo, Rossini, Luca, Shestopaloff, Alexander Y
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Sprache:eng
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