Bayesian principal component regression with data-driven component selection (Q5127030)

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scientific article; zbMATH DE number 7263535
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Bayesian principal component regression with data-driven component selection
scientific article; zbMATH DE number 7263535

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    Bayesian principal component regression with data-driven component selection (English)
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    21 October 2020
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    probabilistic principal component analysis
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    dimensionality reduction
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    dynamic variable selection
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    collinearity
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