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

DOI10.1016/J.CSDA.2003.11.001MaRDI QIDQ82630zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• Principal components selection given extensively many variables
• scientific article; zbMATH DE number 802846
• Selection of components in principal component analysis: A comparison of methods
• Variable selection in regression models using principal components
• Exact methods for variable selection in principal component analysis: guide functions and pre-selection

Cites work

• scientific article; zbMATH DE number 4211299 (Why is no real title available?)
• scientific article; zbMATH DE number 3934238 (Why is no real title available?)
• scientific article; zbMATH DE number 193093 (Why is no real title available?)
• scientific article; zbMATH DE number 1082101 (Why is no real title available?)
• scientific article; zbMATH DE number 1082102 (Why is no real title available?)
• scientific article; zbMATH DE number 1082104 (Why is no real title available?)
• scientific article; zbMATH DE number 3254517 (Why is no real title available?)
• scientific article; zbMATH DE number 961607 (Why is no real title available?)
• Discarding variables in a principal component analysis: algorithms for all-subsets comparisons
• Efficient variable screening for multivariate analysis
• Matrix correlation
• Principal Component Analysis Based on a Subset of Variables: Variable Selection and Sensitivity Analysis
• Principal Variables
• Principal component analysis.
• Regressions by Leaps and Bounds
• Un critère de choix de variables en analyse en composantes principales fondé sur des modèles graphiques gaussiens particuliers

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
• Principal components selection by the criterion of the minimum mean difference of complexity
• Transformation-based nonparametric estimation of multivariate densities
• 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
• scientific article; zbMATH DE number 7626753 (Why is no real title available?)
• Computer intensive trials to determine the number of variables in PCA

Describes a project that uses

Uses Software

• SoDA
• R

This page was built for publication: Computational aspects of algorithms for variable selection in the context of principal components

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q82630)