Sparse partial least squares regression for on‐line variable selection with multivariate data streams

DOI10.1002/SAM.10074MaRDI QIDQ4969714zbMATH OpenOpenAlexFDO

Authors Brian McWilliams, Giovanni Montana

Publication date 14 October 2020

Published in Statistical Analysis and Data Mining: The ASA Data Science Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/sam.10074

zbMATH Keywords

variable selectionpartial least squaresindex trackingdata streamsdynamic regression

Mathematics Subject Classification ID

Statistics (62-XX) Computer science (68-XX)

Cites work

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Describes a project that uses

Uses Software

• mixOmics
• PMA

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