Near optimal prediction from relevant components

DOI10.1111/J.1467-9469.2011.00770.XzbMATH Open1253.62040OpenAlexW1607029076MaRDI QIDQ3145563FDOQ3145563

Authors: Inge S. Helland, Håkon Tjelmeland, Solve Saebo 

Publication date: 21 December 2012

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9469.2011.00770.x

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zbMATH Keywords

Markov chain Monte CarloBayesian estimationinvariant measuregroupequivarianceenvelope modelpartial least squares model

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Linear regression; mixed models (62J05) Numerical analysis or methods applied to Markov chains (65C40) Estimation in multivariate analysis (62H12)

Cites Work

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• On the structure of partial least squares regression
• Dimension reduction in regression without matrix inversion
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• Marginal asymptotics for the ``large \(p\), small \(n\) paradigm: with applications to microarray data
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• Comparison of Prediction Methods When Only a Few Components are Relevant
• Steps towards a unified basis for scientific models and methods
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Cited In (4)

• An alternative foundation of quantum theory
• Optimal equivariant prediction for high-dimensional linear models with arbitrary predictor covariance
• Title not available (Why is that?)
• Symmetry in a space of conceptual variables

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