Biclustering via Sparse Singular Value Decomposition

DOI10.1111/j.1541-0420.2010.01392.xzbMath1233.62182OpenAlexW1992918752WikidataQ46149667 ScholiaQ46149667MaRDI QIDQ3076038

Jianhua Z. Huang, Mihee Lee, Haipeng Shen, James Stephen Marron

Publication date: 17 February 2011

Published in: Biometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1541-0420.2010.01392.x

zbMATH Keywords

penalizationdimension reductionprincipal components analysisadaptive lassohigh-dimension low sample size

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Medical applications (general) (92C50)

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Uses Software

• OSCAR
• LAS

Cites Work

• Unnamed Item
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• The Adaptive Lasso and Its Oracle Properties
• Sparse principal component analysis via regularized low rank matrix approximation
• Finding large average submatrices in high dimensional data
• Estimating the dimension of a model
• On the ``degrees of freedom of the lasso
• Biclustering in data mining
• Feature selection for consistent biclustering via fractional 0-1 programming
• Statistical Significance of Clustering for High-Dimension, Low–Sample Size Data
• Better Subset Regression Using the Nonnegative Garrote
• Variable Selection for Model-Based High-Dimensional Clustering and Its Application to Microarray Data
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Regularization and Variable Selection Via the Elastic Net
• Adaptive Lasso for Cox's proportional hazards model
• Simultaneous Regression Shrinkage, Variable Selection, and Supervised Clustering of Predictors with OSCAR