PMA
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Performs Penalized Multivariate Analysis: a penalized matrix decomposition, sparse principal components analysis, and sparse canonical correlation analysis, described in Witten, Tibshirani and Hastie (2009) <doi:10.1093/biostatistics/kxp008> and Witten and Tibshirani (2009) Extensions of sparse canonical correlation analysis, with applications to genomic data <doi:10.2202/1544-6115.1470>.
Cited in
(only showing first 100 items - show all)- Sparse-smooth regularized singular value decomposition
- Minimax sparse principal subspace estimation in high dimensions
- PLS for Big Data: a unified parallel algorithm for regularised group PLS
- Sparse canonical correlation analysis algorithm with alternating direction method of multipliers
- Canonical correlation analysis for elliptical copulas
- A sparse rank-1 approximation algorithm for high-order tensors
- Eigenvectors from Eigenvalues Sparse Principal Component Analysis
- Certifiably optimal sparse principal component analysis
- A new randomized Kaczmarz based kernel canonical correlation analysis algorithm with applications to information retrieval
- Simultaneous covariance inference for multimodal integrative analysis
- Data science, big data and statistics
- Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors' reply
- Principal trend analysis for time-course data with applications in genomic medicine
- IPF-LASSO: integrative \(L_1\)-penalized regression with penalty factors for prediction based on multi-omics data
- Joint and individual variation explained (JIVE) for integrated analysis of multiple data types
- Eigenvector-based sparse canonical correlation analysis: fast computation for estimation of multiple canonical vectors
- Sparse partial least squares regression for on‐line variable selection with multivariate data streams
- A very fast algorithm for matrix factorization
- scientific article; zbMATH DE number 7370563 (Why is no real title available?)
- Alternating maximization: unifying framework for 8 sparse PCA formulations and efficient parallel codes
- Variational inference for probabilistic Poisson PCA
- Do semidefinite relaxations solve sparse PCA up to the information limit?
- Rate-optimal perturbation bounds for singular subspaces with applications to high-dimensional statistics
- Connecting the multivariate partial least squares with canonical analysis: a path-following approach
- Discussion: Latent variable graphical model selection via convex optimization
- Bootstrap inference for network construction with an application to a breast cancer microarray study
- [HDDA] sparse subspace constrained partial least squares
- Using \(\ell_1\)-relaxation and integer programming to obtain dual bounds for sparse PCA
- Efficient estimation of approximate factor models via penalized maximum likelihood
- A general framework for association analysis of heterogeneous data
- The cluster graphical Lasso for improved estimation of Gaussian graphical models
- Parameter selection for nonnegative $l_1$ matrix/tensor sparse decomposition
- \(M\)-type smoothing spline estimators for principal functions
- Rejoinder: Latent variable graphical model selection via convex optimization
- Sparse principal component based high-dimensional mediation analysis
- Reduced rank regression with matrix projections for high-dimensional multivariate linear regression model
- Sparse regulatory networks
- Discriminative variable selection for clustering with the sparse Fisher-EM algorithm
- Discussion: Latent variable graphical model selection via convex optimization
- Using elastic net restricted kernel canonical correlation analysis for cross-language information retrieval
- A multiscale virtual element method for elliptic problems in heterogeneous porous media
- Subspace perspective on canonical correlation analysis: dimension reduction and minimax rates
- Discussion: Latent variable graphical model selection via convex optimization
- Constrained ERM learning of canonical correlation analysis: a least squares perspective
- Discussion: Latent variable graphical model selection via convex optimization
- Sparse principal component regression via singular value decomposition approach
- A nonlinear matrix decomposition for mining the zeros of sparse data
- Bootstrap-based regularization for low-rank matrix estimation
- Projections onto the intersection of a one-norm ball or sphere and a two-norm ball or sphere
- A two-way regularization method for MEG source reconstruction
- Discussion of “Exponential-Family Embedding With Application to Cell Developmental Trajectories for Single-Cell RNA-Seq Data”
- Sparse PCA: optimal rates and adaptive estimation
- The sparse principal component analysis problem: optimality conditions and algorithms
- Sparse factor model for co-expression networks with an application using prior biological knowledge
- The spectral norm of random inner-product kernel matrices
- Biclustering via structured regularized matrix decomposition
- Advances in principal balances for compositional data
- Random matrix theory in statistics: a review
- Fast Algorithms for LS and LAD-Collaborative Regression
- On Sure Screening with Multiple Responses
- Regularised PCA to denoise and visualise data
- Sparse principal component regression for generalized linear models
- Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation
- WGCNA
- glasso
- nlmeU
- dynamicTreeCut
- GO.db
- ordPens
- SQOPT
- GPLP
- gNCA
- CCA
- PTA
- JIVE
- mixOmics
- spls
- ESSC
- cmprskQR
- hglasso
- penalizedLDA
- siggenes
- ROBPCA
- Colibri
- scout
- plsdof
- SoNIA
- spcov
- clusterRepro
- ADE-4
- Tensorlab
- FADA
- mplot
- RGCCA
- Knorm
- sparcl
- LAS
- denoiseR
- ExPosition
- survcomp
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