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

DOI10.1016/S0167-9473(03)00138-5MaRDI QIDQ956896zbMATH OpenFDO

Authors Lars Eldén

Publication date 26 November 2008

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

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)

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Cites work

• scientific article; zbMATH DE number 4215266 (Why is no real title available?)
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• scientific article; zbMATH DE number 3518130 (Why is no real title available?)
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• A Statistical View of Some Chemometrics Regression Tools
• A weighted view on the partial least-squares algorithm
• Calculating the Singular Values and Pseudo-Inverse of a Matrix
• Iterative Solution Methods
• LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
• On the structure of partial least squares regression
• Rank-Deficient and Discrete Ill-Posed Problems
• Stability of Conjugate Gradient and Lanczos Methods for Linear Least Squares Problems
• The Collinearity Problem in Linear Regression. The Partial Least Squares (PLS) Approach to Generalized Inverses
• The elements of statistical learning. Data mining, inference, and prediction
• 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
• Subspace-restricted singular value decompositions for linear discrete ill-posed problems
• On the structure of partial least squares regression
• On the PLS algorithm for multiple regression (PLS1)
• A truncated projected SVD method for linear discrete ill-posed problems
• 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 literature survey of matrix methods for data science
• Spectral preconditioning of Krylov spaces: combining PLS and PC regression
• Partial Least Squares: A First‐order Analysis
• 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

Describes a project that uses

Uses Software

• ElemStatLearn
• UTV
• Regularization tools

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