Loading...
Thumbnail Image
Publication

Multivariate Additive Models with Low Rank Structure and Weighted Nuclear Norm

Citations
Altmetric:
Abstract

Modern scientific studies routinely collect multiple related responses under common high- dimensional inputs, where each response may depend on predictors through nonlinear effects while sharing latent structure across responses. Existing methods address either nonparamet- ric additive regression for a single response or low-rank regularization in multivariate linear models, but not both simultaneously. We propose a multivariate additive spline framework combining P-spline smoothness regularization with weighted nuclear-norm shrinkage across responses. A central contribution is an efficient two-step fitting procedure: (i) update a data- adaptive reweighting matrix from the current singular structure, and (ii) solve a quadratic surrogate admitting a closed-form ridge-type solution. This formulation enables explicit bias–variance characterization and asymptotic inference, supported by extensive simulations. Two real-data applications, including a CMP removal-rate analysis, further demonstrate the method’s advantages in stability, interpretability, and predictive performance.

Comments
Description
Date
2026-05-01
Journal Title
Journal ISSN
Volume Title
Publisher
Research Projects
Organizational Units
Journal Issue
Keywords
Multivariate Additive Models, Low-Rank Structure, P-spline Smoothing, Bias–Variance Tradeoff, Simulation Study, Real Data Analysis
Citation
Cui, Haobo. 2026. "Multivariate Additive Models with Low Rank Structure and Weighted Nuclear Norm." Thesis, Georgia State University. http://doi.org/10.57709/94
Embargo Lift Date
2026-05-01
DOI
CC licence
Embedded videos