Dimension-wise sparse low-rank approximation of a matrix with application to variable selection in high-dimensional integrative analyzes of association

DOI10.1080/02664763.2021.1967892MaRDI QIDQ5044698zbMATH OpenOpenAlexFDO

Authors J. C. Poythress, Jeongyoun Ahn, Cheolwoo Park

Publication date 2 November 2022

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664763.2021.1967892

zbMATH Keywords

nuclear normsparse canonical correlation analysishigh dimension low sample sizemultimodal data

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

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Cites work

• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• A penalized matrix decomposition, with applications to sparse principal components and canonical correlation analysis
• Canonical ridge and econometrics of joint production
• Dimension reduction based on constrained canonical correlation and variable filtering
• Distributed optimization and statistical learning via the alternating direction method of multipliers
• Extensions of sparse canonical correlation analysis with applications to genomic data
• Joint and individual variation explained (JIVE) for integrated analysis of multiple data types
• Latent variable graphical model selection via convex optimization
• Linked matrix factorization
• Model Selection and Estimation in Regression with Grouped Variables
• Quantifying the association between gene expressions and DNA-markers by penalized canonical correlation analysis
• RELATIONS BETWEEN TWO SETS OF VARIATES
• Regularized Matrix Regression
• Robust principal component analysis?
• Sparse Partial Least Squares Regression for Simultaneous Dimension Reduction and Variable Selection
• Sparse Principal Component Analysis via Axis-Aligned Random Projections
• Sparse canonical correlation analysis from a predictive point of view
• Sparse canonical correlation analysis with application to genomic data integration
• Structural learning and integrative decomposition of multi-view data
• Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply

Cited in

(3)

• Sparse multiway canonical correlation analysis for multimodal stroke recovery data
• Linear integral indices for approximating the association matrix. I
• Sharp variable selection of a sparse submatrix in a high-dimensional noisy matrix

Describes a project that uses

Uses Software

• JIVE
• PMA

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