PLS for Big Data: a unified parallel algorithm for regularised group PLS
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Publication:2323935
DOI10.1214/19-SS125zbMath1431.62249arXiv1702.07066MaRDI QIDQ2323935
Pierre Lafaye de Micheaux, Matthew William Sutton, Bernoît Liquet
Publication date: 13 September 2019
Published in: Statistics Surveys (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1702.07066
62J07: Ridge regression; shrinkage estimators (Lasso)
62H20: Measures of association (correlation, canonical correlation, etc.)
62R07: Statistical aspects of big data and data science
Uses Software