Large-scale multivariate sparse regression with applications to UK Biobank
Published in Ann. Appl. Stat., 2022
In this study led by Junyang Qian, we present a method to fit a sparse multi-variate and multi-response regression model. We demonstrate the application to the UK Biobank biomarker traits, where we investigated the latent structure of regression coefficients using biplot representation.
Reference: J. Qian, Y. Tanigawa, R. Li, R. Tibshirani, M. A. Rivas, T. Hastie, Large-Scale Sparse Regression for Multiple Responses with Applications to UK Biobank. Ann. Appl. Stat. 16(3), 1891-1918 (2022). https://doi.org/10.1214/21-AOAS1575