Component-based regularization of a multivariate GLM with a thematic partitioning of the explanatory variables

DOI10.1177/1471082X18810114MaRDI QIDQ3386459zbMATH OpenOpenAlexWikidataFDO

Authors C. Trottier, Guillaume Cornu, X. Bry, F. Mortier

Publication date 4 January 2021

Published in Statistical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1177/1471082x18810114

zbMATH Keywords

componentsdimension reductionmultivariate generalized linear modelregularizationSCGLR

Mathematics Subject Classification ID

Statistics (62-XX)

Recommendations

• Component-Based Regularization of Multivariate Generalized Linear Mixed Models
• Partitioning predictors in multivariate regression models
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• Stochastic Partitioning for Variable Selection in Multivariate Mixture of Regression Models
• Componentwise variable selection in finite mixture regression
• Variable selection by regularization methods for generalized mixed models
• Partial least squares regression with compositional response variables and covariates
• Gaining insight with recursive partitioning of generalized linear models
• Extension to mixed models of the supervised component-based generalised linear regression

Cites work

• scientific article; zbMATH DE number 3945130 (Why is no real title available?)
• scientific article; zbMATH DE number 3551792 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Iteratively Reweighted Partial Least Squares Estimation for Generalized Linear Regression
• Multivariate statistical modelling based on generalized linear models. With contributions by Wolfgang Hennevogl
• Regularization and Variable Selection Via the Elastic Net
• Supervised component generalized linear regression using a PLS-extension of the Fisher scoring algorithm
• Supervised component generalized linear regression with multiple explanatory blocks: THEME-SCGLR

Cited in

(4)

• Component-Based Regularization of Multivariate Generalized Linear Mixed Models
• Response mixture models based on supervised components: clustering floristic taxa
• Tree Pólya splitting distributions for multivariate count data
• Generalized linear model based on latent factors and supervised components

Describes a project that uses

Uses Software

• Fahrmeir
• SCGLR
• GitHub

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