Description
Generalized Co-Sparse Factor Regression.
Description
Divide and conquer approach for estimating low-rank and sparse coefficient matrix in the generalized co-sparse factor regression. Please refer the manuscript 'Mishra, Aditya, Dipak K. Dey, Yong Chen, and Kun Chen. Generalized co-sparse factor regression. Computational Statistics & Data Analysis 157 (2021): 107127' for more details.