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Optimal Minimax Variable Selection for Large-Scale Matrix Linear Regression Model

Hao, ML; Qu, LQ; Kong, DH; Sun, LQ; Zhu, HT

Sun, LQ (corresponding author), Chinese Acad Sci, Inst Appl Math, Acad Math & Syst Sci, Beijing 100190, Peoples R China.

JOURNAL OF MACHINE LEARNING RESEARCH, 2021; 22 ():

Abstract

Large-scale matrix linear regression models with high-dimensional responses and high dimensional variables have been widely employed in various large-......

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