multivariate regression

Online Robust Reduced-Rank Regression

The reduced-rank regression (RRR) model is widely used in data analytics where the response variables are believed to depend on a few linear combinations of the predictor variables, or when such linear combinations are of special interest. In this …

Online Robust Reduced-Rank Regression

The reduced-rank regression (RRR) model is widely used in data analytics where the response variables are believed to depend on a few linear combinations of the predictor variables, or when such linear combinations are of special interest. In this …

Online Robust Reduced-Rank Regression

Online Robust Reduced-Rank Regression via Stochastic Majorization Minimization