Personalized Prediction and Sparsity Pursuit in Latent Factor Models
潜在因子模型中的个性化预测与稀疏性追求
Yunzhang Zhu, Xiaotong Shen & Changqing YeYunzhang Zhu (E-mail: zhuxx351@umn.edu), Xiaotong Shen (E-mail: shenx002@umn.edu), and Changqing Ye (E-mail: cqye@stat.umn.edu), School of Statistics, University of Minnesota, Minneapolis, MN 55455. Research supported in part by NSF grants DMS-1207771 and DMS-1415500, NIH grants R02GM08153 and R01HL105397. The authors would like to thank Professor Hui Jiang for technical help in OpenMP coding, and thank the editor, the associate…