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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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Literature Corpus work
c3e5430d-499b-5a05-830b-973bb4d782b3
DOI
10.1101/2020.05.30.125252
Open publication

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Large-Scale Sparse Regression for Multiple Responses with Applications to UK BiobankDOI 10.1101/2020.05.30.125252
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