Article
Large-Scale Sparse Regression for Multiple Responses with Applications to UK Biobank
2020-05-31
Abstract excerpt
In high-dimensional regression problems, often a relatively small subset of the features are relevant for predicting the outcome, and methods that impose sparsity on the solution are popular. When multiple correlated outcomes are available (multitask), reduced rank regression is an effective way to borrow strength and capture latent structures that underlie the data. Our proposal is motivated by the UK Biobank pop...
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Identifiers and source
- Literature Corpus work
- c3e5430d-499b-5a05-830b-973bb4d782b3
- DOI
- 10.1101/2020.05.30.125252
