Séminaire du CIMMUL – Alex Shestopaloff
Pavillon Vachon 1045 Avenue de la Médecine, Québec, Québec, CanadaUncertainty Quantification in Bayesian Reduced-Rank Sparse Regressions Alex Shestopaloff Memorial University of Newfoundland Résumé Reduced-rank regression recognises the possibility of a rank-deficient matrix of coefficients, which is particularly useful when the data is high-dimensional. We propose a novel Bayesian model for estimating the rank of the rank of the coefficient matrix, which obviates the need […]