Sparse principal component regression for generalized linear models

DOI10.1016/j.csda.2018.03.008zbMath1469.62091arXiv1609.08886OpenAlexW2526315116WikidataQ130083174 ScholiaQ130083174MaRDI QIDQ1662867

Toyoyuki Takada, Hironori Fujisawa, Shuichi Kawano, Toshihiko Shiroishi

Publication date: 20 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1609.08886

zbMATH Keywords

dimension reductionvariable selectionsparse regularizationcoordinate descent

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics to biology and medical sciences; meta analysis (62P10) Generalized linear models (logistic models) (62J12)

Related Items

Fast deflation sparse principal component analysis via subspace projections ⋮ Sparse principal component regression via singular value decomposition approach ⋮ Hierarchical clustered multiclass discriminant analysis via cross-validation

Uses Software

• R
• glmnet
• ElemStatLearn
• PMA

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