ANOVA Model Fitting via Sparse Matrix Computations: A Fast Direct Method

DOI10.1137/0910006MaRDI QIDQ3816907zbMATH OpenOpenAlexFDO

Authors George Ostrouchov

Publication date 1989

Published in SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0910006

zbMATH Keywords

fittingGivens rotationsleast-squares problemNumerical testssparse least squaresGivens factorization

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Analysis of variance and covariance (ANOVA) (62J10) Direct numerical methods for linear systems and matrix inversion (65F05) Computational methods for sparse matrices (65F50) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Vector spaces, linear dependence, rank, lineability (15A03)

Recommendations

• Sparse mixture models inspired by ANOVA decompositions
• Improved ANOVAE of the covariance matrix in general linear mixed models
• Lasso ANOVA decompositions for matrix and tensor data
• Sparse variational analysis of linear mixed models for large data sets
• Sparse matrix linear models for structured high-throughput data
• A computational approach to one-way ANOVA and its model robustness
• Sparse matrices, and the estimation of variance components by likelihood methods
• Efficient ANOVA for directional data
• Inference for mixed models of ANOVA type with high-dimensional data

Cited in

(2)

• A Sparse Implementation of the Average Information Algorithm for Factor Analytic and Reduced Rank Variance Models
• Interactions in the analysis of variance

Describes a project that uses

Uses Software

• SPARSPAK

This page was built for publication: ANOVA Model Fitting via Sparse Matrix Computations: A Fast Direct Method

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3816907)