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Reduced rank regression via adaptive nuclear norm penalization
Journal article   Peer reviewed

Reduced rank regression via adaptive nuclear norm penalization

Kun Chen, Hongbo Dong and Kung-Sik Chan
Biometrika, Vol.100(4), pp.901-920
12/04/2013
DOI: 10.1093/biomet/ast036
PMCID: PMC4101086
PMID: 25045172
url
https://www.ncbi.nlm.nih.gov/pmc/articles/4101086View
Open Access

Abstract

We propose an adaptive nuclear norm penalization approach for low-rank matrix approximation, and use it to develop a new reduced rank estimation method for high-dimensional multivariate regression. The adaptive nuclear norm is defined as the weighted sum of the singular values of the matrix, and it is generally non-convex under the natural restriction that the weight decreases with the singular value. However, we show that the proposed non-convex penalized regression method has a global optimal solution obtained from an adaptively soft-thresholded singular value decomposition. The method is computationally efficient, and the resulting solution path is continuous. The rank consistency of and prediction/estimation performance bounds for the estimator are established for a high-dimensional asymptotic regime. Simulation studies and an application in genetics demonstrate its efficacy.
Nuclear norm penalization Low-rank approximation Reduced rank regression Singular value decomposition

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