Variable selection using axis-aligned random projections for partial least-squares regression

DOI10.1007/S11222-024-10417-5MaRDI QIDQ6547786zbMATH OpenFDO

Authors Youwu Lin, Xin Zeng, Pei Wang, Shuai Huang, Kok Lay Teo

Publication date 31 May 2024

Published in Statistics and Computing (Search for Journal in Brave)

zbMATH Keywords

high-dimensional datapartial least squaresrandom projectionvariables selection

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

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Cites work

• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• scientific article; zbMATH DE number 3340880 (Why is no real title available?)
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• Partial least squares prediction in high-dimensional regression
• Random-projection ensemble classification. (With discussion).
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• Sketching as a tool for numerical linear algebra
• Sparse Partial Least Squares Regression for Simultaneous Dimension Reduction and Variable Selection
• Sparse Principal Component Analysis via Axis-Aligned Random Projections
• Targeted random projection for prediction from high-dimensional features
• Variable Selection Using a Smooth Information Criterion for Distributional Regression Models
• Variable selection and regularization via arbitrary rectangle-range generalized elastic net
• Variable selection using conditional AIC for linear mixed models with data-driven transformations

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