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05/04/2020
Reduced Rank Multivariate Kernel Ridge Regression
In the multivariate regression, also referred to as multi-task learning ...
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04/21/2020
Imbalanced Sparse Canonical Correlation Analysis
Classical canonical correlation analysis (CCA) requires matrices to be l...
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04/20/2020
Fast Multivariate Probit Estimation via a Two-Stage Composite Likelihood
The multivariate probit is popular for modeling correlated binary data, ...
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09/13/2019
A Double Penalty Model for Interpretability
Modern statistical learning techniques have often emphasized prediction ...
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12/07/2017