Generalized high-dimensional trace regression via nuclear norm regularization

Title
Generalized high-dimensional trace regression via nuclear norm regularization
Authors
Keywords
High dimensional statistics, Trace regression, Nuclear norm regularization, Logistic regression, Restricted strong convexity, Matrix completion
Journal
JOURNAL OF ECONOMETRICS
Volume -, Issue -, Pages -
Publisher
Elsevier BV
Online
2019-05-08
DOI
10.1016/j.jeconom.2019.04.026

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