Partial least-squares vs. Lanczos bidiagonalization. I: Analysis of a projection method for multiple regression

DOI10.1016/S0167-9473(03)00138-5zbMATH Open1429.62288MaRDI QIDQ956896FDOQ956896

Authors: Lars Eldén 

Publication date: 26 November 2008

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

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zbMATH Keywords

chemometricssingular value decompositionshrinkage factorsKrylov subspaceLanczos bidiagonalizationpartial least-squaresprincipal components regression

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

• LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
• The elements of statistical learning. Data mining, inference, and prediction
• Title not available (Why is that?)
• Title not available (Why is that?)
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• On the structure of partial least squares regression
• Rank-Deficient and Discrete Ill-Posed Problems
• The Collinearity Problem in Linear Regression. The Partial Least Squares (PLS) Approach to Generalized Inverses
• A Statistical View of Some Chemometrics Regression Tools
• Calculating the Singular Values and Pseudo-Inverse of a Matrix
• Iterative Solution Methods
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• A weighted view on the partial least-squares algorithm
• Stability of Conjugate Gradient and Lanczos Methods for Linear Least Squares Problems
• Theory and Methods Related to the Singular-Function Expansion and Landweber’s Iteration for Integral Equations of the First Kind

Cited In (19)

• Interpretation of partial least-squares regression models with VARIMAX rotation
• 2nd special issue on matrix computations and statistics
• Stability of two direct methods for bidiagonalization and partial least squares
• The Joint Bidiagonalization of a Matrix Pair with Inaccurate Inner Iterations
• On the structure of partial least squares regression
• Subspace-restricted singular value decompositions for linear discrete ill-posed problems
• On the PLS algorithm for multiple regression (PLS1)
• A literature survey of matrix methods for data science
• The Collinearity Problem in Linear Regression. The Partial Least Squares (PLS) Approach to Generalized Inverses
• Split-and-combine singular value decomposition for large-scale matrix
• A truncated projected SVD method for linear discrete ill-posed problems
• Partial Least Squares: A First‐order Analysis
• Spectral preconditioning of Krylov spaces: combining PLS and PC regression
• The PageRank model of minimal irreducible adjustment and its lumping method
• Geometric properties of partial least squares for process monitoring
• 10.1162/15324430260185556
• Regression of a data matrix on descriptors of both its rows and of its columns via latent variables: L-PLSR
• Graph fibrations, graph isomorphism, and PageRank
• Computing Fréchet derivatives in partial least squares regression

Uses Software

• Regularization tools
• UTV
• ElemStatLearn

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