Sparse principal component regression via singular value decomposition approach (Q2051586)

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English	Sparse principal component regression via singular value decomposition approach	scientific article

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instance of

scholarly article

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title

Sparse principal component regression via singular value decomposition approach (English)

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author

Shuichi Kawano

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published in

Advances in Data Analysis and Classification. ADAC

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publication date

24 November 2021

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full work available at URL

https://arxiv.org/abs/2002.09188

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zbMATH Keywords

ADMM

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lasso

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one-stage procedure

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singular value decomposition

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principal component analysis

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describes a project that uses

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MaRDI publication profile

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cites work

Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers

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Combining two-parameter and principal component regression estimators

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A penalized maximum likelihood approach to sparse factor analysis

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Sparse Partial Least Squares Regression for Simultaneous Dimension Reduction and Variable Selection

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The Joint Graphical Lasso for Inverse Covariance Estimation Across Multiple Classes

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A Direct Formulation for Sparse PCA Using Semidefinite Programming

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Kernel ridge vs. principal component regression: minimax bounds and the qualification of regularization operators

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Ideal spatial adaptation by wavelet shrinkage

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Least angle regression. (With discussion)

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Sparse Principal Component Analysis via Variable Projection

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Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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Functional Principal Component Regression and Functional Partial Least‐squares Regression: An Overview and a Comparative Study

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A Statistical View of Some Chemometrics Regression Tools

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Pathwise coordinate optimization

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Rotation to simple loadings using component loss functions: the oblique case

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Principal component analysis.

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Sparse principal component regression for generalized linear models

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Sparse logistic principal components analysis for binary data

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Linearized alternating direction method of multipliers for sparse group and fused Lasso models

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Automatic Response Category Combination in Multinomial Logistic Regression

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Functional Principal Component Regression and Functional Partial Least Squares

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Kernel PCA for feature extraction and de-noising in nonlinear regression

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Sparse principal component analysis via regularized low rank matrix approximation

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Q2934138

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Q4864293

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Sparse Convex Clustering

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The Linearized Alternating Direction Method of Multipliers for Dantzig Selector

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A penalized matrix decomposition, with applications to sparse principal components and canonical correlation analysis

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Coordinate descent algorithms for lasso penalized regression

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Rare Feature Selection in High Dimensions

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Split Bregman method for large scale fused Lasso

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Nearly unbiased variable selection under minimax concave penalty

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The Adaptive Lasso and Its Oracle Properties

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Regularization and Variable Selection Via the Elastic Net

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Identifiers

DOI

10.1007/s11634-020-00435-2

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2051586