PMA

swMATH19126CRANPMAMaRDI QIDQ30956FDOQ30956

Penalized Multivariate Analysis

Balasubramanian Narasimhan, Rob Tibshirani, Sam Gross, Daniela M. Witten

Last update: 6 February 2024

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.2.1, 1.0.1, 1.0.2, 1.0.4, 1.0.5, 1.0.6, 1.0.7.1, 1.0.7, 1.0.8, 1.0.9, 1.0.10, 1.0.11, 1.0, 1.1, 1.2-2, 1.2, 1.2-3

Source code repository: https://github.com/cran/PMA

Description

Performs Penalized Multivariate Analysis: a penalized matrix decomposition, sparse principal components analysis, and sparse canonical correlation analysis, described in Witten, Tibshirani and Hastie (2009) <doi:10.1093/biostatistics/kxp008> and Witten and Tibshirani (2009) Extensions of sparse canonical correlation analysis, with applications to genomic data <doi:10.2202/1544-6115.1470>.

Cites work

• A penalized matrix decomposition, with applications to sparse principal components and canonical correlation analysis
• Extensions of sparse canonical correlation analysis with applications to genomic data

Cited In (only showing first 100 items - show all)

• A new randomized Kaczmarz based kernel canonical correlation analysis algorithm with applications to information retrieval
• Data science, big data and statistics
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• Inexact primal–dual gradient projection methods for nonlinear optimization on convex set
• Connecting the multivariate partial least squares with canonical analysis: a path-following approach
• A general framework for association analysis of heterogeneous data
• The cluster graphical Lasso for improved estimation of Gaussian graphical models
• Parameter selection for nonnegative $l_1$ matrix/tensor sparse decomposition
• \(M\)-type smoothing spline estimators for principal functions
• Sparse principal component based high-dimensional mediation analysis
• A multiscale virtual element method for elliptic problems in heterogeneous porous media
• Discussion: Latent variable graphical model selection via convex optimization
• A Sparse Decomposition of Low Rank Symmetric Positive Semidefinite Matrices
• Bootstrap-based regularization for low-rank matrix estimation
• Projections onto the intersection of a one-norm ball or sphere and a two-norm ball or sphere
• The spectral norm of random inner-product kernel matrices
• Targeted Random Projection for Prediction From High-Dimensional Features
• Biclustering via structured regularized matrix decomposition
• Advances in principal balances for compositional data
• Title not available (Why is that?)
• On Sure Screening with Multiple Responses
• Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation
• Sparse principal component regression for generalized linear models
• Wavelet-domain regression and predictive inference in psychiatric neuroimaging
• Continuum directions for supervised dimension reduction
• Covariance matrix estimation for left-censored data
• Efficient computation for differential network analysis with applications to quadratic discriminant analysis
• Best sparse rank-1 approximation to higher-order tensors via a truncated exponential induced regularizer
• Guided Projections for Analyzing the Structure of High-Dimensional Data
• Lasso meets horseshoe: a survey
• Several approximation algorithms for sparse best rank-1 approximation to higher-order tensors
• Sparse principal balances
• Dimension-wise sparse low-rank approximation of a matrix with application to variable selection in high-dimensional integrative analyzes of association
• Simple components
• Grouped feature importance and combined features effect plot
• Discussion: Latent variable graphical model selection via convex optimization
• Discussion: Latent variable graphical model selection via convex optimization
• Genome-wide association studies with high-dimensional phenotypes
• Nonconvex and nonsmooth optimization with generalized orthogonality constraints: an approximate augmented Lagrangian method
• Title not available (Why is that?)
• Sparse integrative clustering of multiple omics data sets
• AgFlow: fast model selection of penalized PCA via implicit regularization effects of gradient flow
• Local kernel canonical correlation analysis with application to virtual drug screening
• A plug-in approach to sparse and robust principal component analysis
• tSSNALM: a fast two-stage semi-smooth Newton augmented Lagrangian method for sparse CCA
• Sparse generalized canonical correlation analysis via linearized Bregman method
• Identification of supervised and sparse functional genomic pathways
• Sparse CCA using a lasso with positivity constraints
• Seeking relevant information from a statistical model
• Testing independence between two spatial random fields
• Multimodal correlations-based data clustering
• Factor analysis via components analysis
• Adaptive gPCA: a method for structured dimensionality reduction with applications to microbiome data
• A note on rank reduction in sparse multivariate regression
• Sparse-smooth regularized singular value decomposition
• Canonical correlation analysis for elliptical copulas
• A sparse rank-1 approximation algorithm for high-order tensors
• Certifiably optimal sparse principal component analysis
• IPF-LASSO: integrative \(L_1\)-penalized regression with penalty factors for prediction based on multi-omics data
• Joint and individual variation explained (JIVE) for integrated analysis of multiple data types
• Eigenvector-based sparse canonical correlation analysis: fast computation for estimation of multiple canonical vectors
• A very fast algorithm for matrix factorization
• Alternating maximization: unifying framework for 8 sparse PCA formulations and efficient parallel codes
• Do semidefinite relaxations solve sparse PCA up to the information limit?
• Variational inference for probabilistic Poisson PCA
• Rate-optimal perturbation bounds for singular subspaces with applications to high-dimensional statistics
• Discussion: Latent variable graphical model selection via convex optimization
• Bootstrap inference for network construction with an application to a breast cancer microarray study
• Efficient estimation of approximate factor models via penalized maximum likelihood
• Rejoinder: Latent variable graphical model selection via convex optimization
• Proximal Distance Algorithms: Theory and Examples
• Discussion: Latent variable graphical model selection via convex optimization
• Sparse regulatory networks
• Discriminative variable selection for clustering with the sparse Fisher-EM algorithm
• Discussion: Latent variable graphical model selection via convex optimization
• Sparse principal component regression via singular value decomposition approach
• Structured Variable Selection for Regularized Generalized Canonical Correlation Analysis
• Sparse PCA: optimal rates and adaptive estimation
• A two-way regularization method for MEG source reconstruction
• The sparse principal component analysis problem: optimality conditions and algorithms
• Sparse factor model for co-expression networks with an application using prior biological knowledge
• Random matrix theory in statistics: a review
• Regularised PCA to denoise and visualise data
• Minimax estimation in sparse canonical correlation analysis
• Minimax bounds for sparse PCA with noisy high-dimensional data
• Penalized Orthogonal Iteration for Sparse Estimation of Generalized Eigenvalue Problem
• A regularized graph layout framework for dynamic network visualization
• A feasible method for optimization with orthogonality constraints
• On the incommensurability phenomenon
• Sparse principal component analysis subject to prespecified cardinality of loadings
• Angle-based joint and individual variation explained
• A penalized matrix decomposition, with applications to sparse principal components and canonical correlation analysis
• Extensions of sparse canonical correlation analysis with applications to genomic data
• Sparse Principal Component Analysis via Variable Projection
• Resistant multiple sparse canonical correlation
• Title not available (Why is that?)
• RFCCA
• Asymptotic equivalence of quantum state tomography and noisy matrix completion
• ECA: High-Dimensional Elliptical Component Analysis in Non-Gaussian Distributions
• prinvars

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