Nayel Bettache

Bivariate Matrix-valued Linear Regression (BMLR): Finite-sample performance under Identifiability and Sparsity Assumptions

This paper studies a bilinear matrix-valued regression model where both predictors and responses are matrices. For each observation $t$, the response \( Y_t \in \mathbb{R}^{n \times p} \) and predictor \( X_t \in \mathbb{R}^{m \times q} \) satisfy $Y_t = A^* X_t B^* + E_t,$ with \( A^* \in \mathbb{R…