TraceAssist

Efficient method for fitting nonparametric matrix trace regression model. The detailed description can be found in C. Lee, L. Li, H. Zhang, and M. Wang (2021). Nonparametric Trace Regression via Sign Series Representation. doi:10.48550/arXiv.2105.01783. The method employs the aggregation of structured sign series for trace regression (ASSIST) algorithm.

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