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

DOI10.1016/S0167-9473(03)00138-5zbMath1429.62288MaRDI QIDQ956896

Lars Eldén

Publication date: 26 November 2008

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

zbMATH Keywords

chemometricssingular value decompositionLanczos bidiagonalizationKrylov subspaceshrinkage factorspartial least-squaresprincipal components regression

Mathematics Subject Classification ID

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

Related Items (13)

On the PLS Algorithm for Multiple Regression (PLS1) ⋮ Split-and-combine singular value decomposition for large-scale matrix ⋮ A truncated projected SVD method for linear discrete ill-posed problems ⋮ Subspace-restricted singular value decompositions for linear discrete ill-posed problems ⋮ A literature survey of matrix methods for data science ⋮ The Joint Bidiagonalization of a Matrix Pair with Inaccurate Inner Iterations ⋮ Regression of a data matrix on descriptors of both its rows and of its columns via latent variables: L-PLSR ⋮ Interpretation of partial least-squares regression models with VARIMAX rotation ⋮ 2nd special issue on matrix computations and statistics ⋮ The PageRank model of minimal irreducible adjustment and its lumping method ⋮ Spectral preconditioning of Krylov spaces: combining PLS and PC regression ⋮ Graph fibrations, graph isomorphism, and PageRank ⋮ Computing Fréchet derivatives in partial least squares regression

Uses Software

• Regularization tools
• UTV
• ElemStatLearn

Cites Work

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• Theory and Methods Related to the Singular-Function Expansion and Landweber’s Iteration for Integral Equations of the First Kind
• Iterative Solution Methods
• Rank-Deficient and Discrete Ill-Posed Problems
• Stability of Conjugate Gradient and Lanczos Methods for Linear Least Squares Problems
• A Statistical View of Some Chemometrics Regression Tools
• Calculating the Singular Values and Pseudo-Inverse of a Matrix
• The elements of statistical learning. Data mining, inference, and prediction

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