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.
Citation: 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. bioRxiv, 2020.05.30.125252 (2020). https://doi.org/10.1101/2020.05.30.125252