Remarks on functional canonical variates, alternating least squares methods and ACE
From MaRDI portal
alternating least squarescorrespondence analysisorthogonal polynomialsscalingprojection pursuit regressionoptimal correlationelliptic distributionscomputer aided tomographynonlinear multivariate analysisalternating conditional expectations algorithmhorseshoe effectpolynomial biorthogonalityACE- algorithmfunctional canonical variatesnonparametric estimators of nonlinear transformationsseries expansions of bivariate distributionstheory of noisetransformation of variables in regression
Recommendations
- A comparison of some linear and nonlinear discrimination methods
- Nonlinear principal component analysis and its applications
- Consistency for ACE-type methods
- Some additional results on principal components analysis of three-mode data by means of alternating least squares algorithms
- Estimating Optimal Transformations for Multiple Regression and Correlation
Cited in
(41)- Reconstruction of nonlinear time delay models from data by the use of optimal transformations.
- NONPARAMETRIC MODELING AND SPATIOTEMPORAL DYNAMICAL SYSTEMS
- Improving the convergence properties of the data augmentation algorithm with an application to Bayesian mixture modeling
- Universal Features for High-Dimensional Learning and Inference
- NONLINEAR DYNAMICAL SYSTEM IDENTIFICATION FROM UNCERTAIN AND INDIRECT MEASUREMENTS
- A spectral analytic comparison of trace-class data augmentation algorithms and their sandwich variants
- A comparison of some linear and nonlinear discrimination methods
- Maximal correlation in a non-diagonal case
- Measures of association for Hilbertian subspaces and some applications
- Some properties of the normed alternating least squares (ALS) algorithm
- Long- and short-range dependent sequences under exponential subordination
- Optimal scaling by alternating length-constrained nonnegative least squares, with application to distance-based analysis
- Contributions to the diagonal expansion of a bivariate copula with continuous extensions
- On the maximal correlation coefficient
- Canonical correlation for stochastic processes
- Optimal estimation of slope vector in high-dimensional linear transformation models
- Some properties of random stationary sequences with bivariate densities having diagonal expansions and nonparametric estimators based on them*
- Rates of convergence for spline estimates of additive principal components
- Constructing Common Factors from Continuous and Categorical Data
- The diagonal multivariate natural exponential families and their classification
- Nonlinear canonical analysis and independence tests
- Prediction and classification in nonlinear data analysis: something old, something new, something borrowed, something blue
- Measuring Asset Market Linkages: Nonlinear Dependence and Tail Risk
- Gibbs sampling, exponential families and orthogonal polynomials
- Convergence of the sequence of parameters generated by alternating least squares algorithms
- Canonical analysis of two Euclidean subspaces and its applications
- Lancaster bivariate probability distributions with Poisson, negative binomial and gamma margins
- “Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Some Antecedents on Causality
- Wavelets-based estimation of nonlinear canonical analysis
- Comment: Lancaster probabilities and Gibbs sampling
- The Gifi system of descriptive multivariate analysis.
- Two generalized bivariate FGM distributions and rank reduction
- A hierarchical active constraints search algorithm for optimal scaling of ordered categorical responses
- Fitting longitudinal reduced-rank regression models by alternating least squares
- ROS regression: integrating regularization with optimal scaling regression
- Consistency for ACE-type methods
- Estimating Optimal Transformations for Multiple Regression and Correlation
- Spectral analytic comparisons for data augmentation
- Identifying Nonlinear Relationships in Regression using the ACE Algorithm
- Applied regression analysis bibliography update 1990-91
- Discussion of: Brownian distance covariance
This page was built for publication: Remarks on functional canonical variates, alternating least squares methods and ACE
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2641044)
