The Annals of Statistics, Vol. 38, No. 2 (April 2010), pp. 1094-1121 (28 pages) We consider dimension reduction for regression or classification in which the predictors are matrix- or array-valued.

Typically, mathematical programming models are very sparse. This means that only a small percentage of the coefficients are nonzero. The sparse problem input is ideal for these models. The oil ...

JACOB BIEN, ROBERT J. TIBSHIRANI, Sparse estimation of a covariance matrix, Biometrika, Vol. 98, No. 4 (DECEMBER 2011), pp. 807-820 ...