Generalized high-dimensional trace regression via nuclear norm regularization

Mathematics

• Coefficient Matrix 50%
• Complete Matrix 50%
• Covariate 50%
• Exp 50%
• Log Likelihood 50%
• Matrix (Mathematics) 100%
• Minimax 50%
• Numerical Analysis 50%
• Probability Density Function 50%
• Regression Coefficient 100%
• Regressors 50%
• Regularization 100%

Keyphrases

• Generalized Traces 40%
• Latent Covariates 20%
• Linear Trace 40%
• Low-rank Regression 20%
• Matrix Regression 20%
• Negative Log-likelihood 20%
• Nuclear Norm Penalty 20%
• Reduced Rank Regression 20%
• Stock Return Prediction 20%
• Trace Regression 100%