PMA
swMATH19126CRANPMAMaRDI QIDQ30956FDOQ30956
Penalized Multivariate Analysis
Balasubramanian Narasimhan, Rob Tibshirani, Sam Gross, Daniela M. Witten
Last update: 6 February 2024
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
Software version identifier: 1.2.1, 1.0.1, 1.0.2, 1.0.4, 1.0.5, 1.0.6, 1.0.7.1, 1.0.7, 1.0.8, 1.0.9, 1.0.10, 1.0.11, 1.0, 1.1, 1.2-2, 1.2, 1.2-3
Official website: https://cran.r-project.org/web/packages/PMA/index.html
Source code repository: https://github.com/cran/PMA
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
- A sparse rank-1 approximation algorithm for high-order tensors
- cpi
- Data science, big data and statistics
- A very fast algorithm for matrix factorization
- Do semidefinite relaxations solve sparse PCA up to the information limit?
- Variational inference for probabilistic Poisson PCA
- Rate-optimal perturbation bounds for singular subspaces with applications to high-dimensional statistics
- Discussion: Latent variable graphical model selection via convex optimization
- Bootstrap inference for network construction with an application to a breast cancer microarray study
- Efficient estimation of approximate factor models via penalized maximum likelihood
- 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
- Discussion: Latent variable graphical model selection via convex optimization
- Sparse regulatory networks
- Discriminative variable selection for clustering with the sparse Fisher-EM algorithm
- Discussion: Latent variable graphical model selection via convex optimization
- Sparse principal component regression via singular value decomposition approach
- Sparse PCA: optimal rates and adaptive estimation
- A two-way regularization method for MEG source reconstruction
- The spectral norm of random inner-product kernel matrices
- The sparse principal component analysis problem: optimality conditions and algorithms
- Sparse factor model for co-expression networks with an application using prior biological knowledge
- Random matrix theory in statistics: a review
- Advances in principal balances for compositional data
- On Sure Screening with Multiple Responses
- Regularised PCA to denoise and visualise data
- Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation
- Wavelet-domain regression and predictive inference in psychiatric neuroimaging
- Minimax estimation in sparse canonical correlation analysis
- Minimax bounds for sparse PCA with noisy high-dimensional data
- Penalized Orthogonal Iteration for Sparse Estimation of Generalized Eigenvalue Problem
- A regularized graph layout framework for dynamic network visualization
- Proximal distance algorithms: theory and practice
- A sparse decomposition of low rank symmetric positive semidefinite matrices
- Guided Projections for Analyzing the Structure of High-Dimensional Data
- On the incommensurability phenomenon
- Sparse principal component analysis subject to prespecified cardinality of loadings
- Dimension-wise sparse low-rank approximation of a matrix with application to variable selection in high-dimensional integrative analyzes of association
- Structured variable selection for regularized generalized canonical correlation analysis
- Asymptotic equivalence of quantum state tomography and noisy matrix completion
- Genome-wide association studies with high-dimensional phenotypes
- ECA: High-Dimensional Elliptical Component Analysis in Non-Gaussian Distributions
- Alternating direction method of multipliers for penalized zero-variance discriminant analysis
- Simultaneous non-Gaussian component analysis (SING) for data integration in neuroimaging
- Generalized canonical correlation analysis for classification
- EESPCA
- Robust computation of linear models by convex relaxation
- Latent variable graphical model selection via convex optimization
- Surrogate modeling of high-dimensional problems via data-driven polynomial chaos expansions and sparse partial least square
- Local kernel canonical correlation analysis with application to virtual drug screening
- Integrative sparse principal component analysis
- Multilevel Matrix-Variate Analysis and its Application to Accelerometry-Measured Physical Activity in Clinical Populations
- Sparse principal component analysis and iterative thresholding
- Inferring gene-gene interactions and functional modules using sparse canonical correlation analysis
- LPGraph
- Why Are Big Data Matrices Approximately Low Rank?
- Approximated penalized maximum likelihood for exploratory factor analysis: an orthogonal case
- Sparse CCA using a lasso with positivity constraints
- Hierarchical multilinear models for multiway data
- DCA
- CVR
- Nonparametric Bayesian sparse factor models with application to gene expression modeling
- Sparsistency and agnostic inference in sparse PCA
- OnPLS
- Minimax sparse principal subspace estimation in high dimensions
- Canonical correlation analysis for elliptical copulas
- Certifiably optimal sparse principal component analysis
- 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
- Alternating maximization: unifying framework for 8 sparse PCA formulations and efficient parallel codes
- 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
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