Computational aspects of algorithms for variable selection in the context of principal components

DOI10.1016/J.CSDA.2003.11.001zbMATH Open1429.62216OpenAlexW2057367433MaRDI QIDQ82630FDOQ82630

Authors: Jorge Cadima, J.Orestes Cerdeira, Manuel Minhoto, Jorge Cadima, Manuel Minhoto, Jorge Orestes Cerdeira 

Publication date: September 2004

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2003.11.001

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zbMATH Keywords

principal componentsvariable selectionheuristicscombinatorial optimizationprincipal variables

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25) Approximation methods and heuristics in mathematical programming (90C59)

Cites Work

• Principal component analysis.
• Title not available (Why is that?)
• Matrix correlation
• Discarding variables in a principal component analysis: algorithms for all-subsets comparisons
• Principal Variables
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Regressions by Leaps and Bounds
• Un critère de choix de variables en analyse en composantes principales fondé sur des modèles graphiques gaussiens particuliers
• Principal Component Analysis Based on a Subset of Variables: Variable Selection and Sensitivity Analysis
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Efficient variable screening for multivariate analysis

Cited In (18)

• Discarding variables in a principal component analysis: algorithms for all-subsets comparisons
• A comparison of simulated annealing algorithms for variable selection in principal component analysis and discriminant analysis
• Exact methods for variable selection in principal component analysis: guide functions and pre-selection
• Statistical sampling strategies for geometric tolerance inspection by CMM
• The max-out min-in problem: a tool for data analysis
• Principal component analysis: a review and recent developments
• Variable selection in regression models using nonstandard optimisation of information criteria
• Parallel regressions for variable selection using GPU
• Exact and approximate algorithms for variable selection in linear discriminant analysis
• An effective method of monitoring the large-scale traffic pattern based on RMT and PCA
• subselect
• Transformation-based nonparametric estimation of multivariate densities
• Principal components selection by the criterion of the minimum mean difference of complexity
• Bayesian variable selection in generalized linear models using a combination of stochastic optimization methods
• Applications of optimization heuristics to estimation and modelling problems
• Variable neighborhood search heuristics for selecting a subset of variables in principal component analysis
• Title not available (Why is that?)
• Computer intensive trials to determine the number of variables in PCA

Uses Software

• R
• SoDA

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