Sparse Partial Least Squares Regression for Simultaneous Dimension Reduction and Variable Selection
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Sparse partial least squares regression for simultaneous dimension reduction and variable selection
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Cited in
(only showing first 100 items - show all)- Signal extraction approach for sparse multivariate response regression
- Tuning parameter selection in sparse regression modeling
- A sequential test for variable selection in high dimensional complex data
- Optimal learning rates for kernel partial least squares
- Penalized principal logistic regression for sparse sufficient dimension reduction
- Simultaneous dimension reduction and variable selection in modeling high dimensional data
- Revisiting useful approaches to data-rich macroeconomic forecasting
- High-dimensional multivariate posterior consistency under global-local shrinkage priors
- Probabilistic partial least squares model: identifiability, estimation and application
- Sparse principal component regression with adaptive loading
- On the oracle property of a generalized adaptive elastic-net for multivariate linear regression with a diverging number of parameters
- Partial least squares prediction in high-dimensional regression
- Penalized orthogonal-components regression for large \(p\) small \(n\) data
- Sparsity considerations for dependent variables
- News-based forecasts of macroeconomic indicators: a semantic path model for interpretable predictions
- Adaptive sparse group LASSO in quantile regression
- Sparse principal component regression via singular value decomposition approach
- Ultra high-dimensional multivariate posterior contraction rate under shrinkage priors
- Comparing six shrinkage estimators with large sample theory and asymptotically optimal prediction intervals
- Extreme partial least-squares
- Sparse functional partial least squares regression with a locally sparse slope function
- High-dimensional regression with potential prior information on variable importance
- Large-scale multivariate sparse regression with applications to UK Biobank
- Envelope-based sparse partial least squares
- Machine learning-based surrogate modeling for data-driven optimization: a comparison of subset selection for regression techniques
- Penalized partial least square applied to structured data
- Sparse wavelet regression with multiple predictive curves
- Sparse partial least squares classification for high dimensional data
- A multi-loss super regression learner (MSRL) with application to survival prediction using proteomics
- Efficient reconstructions of Common Era climate via integrated nested Laplace approximations
- PLS for Big Data: a unified parallel algorithm for regularised group PLS
- Outlyingness: which variables contribute most?
- Feature selection method based on partial least squares and analysis of traditional Chinese medicine data
- Bayesian sparse reduced rank multivariate regression
- Simultaneous selection of predictors and responses for high dimensional multivariate linear regression
- Sparse wavelet estimation in quantile regression with multiple functional predictors
- Supervised clustering of variables
- A note on sparse least-squares regression
- Convergence properties of data augmentation algorithms for high-dimensional robit regression
- Convergence rate analysis of proximal iteratively reweighted \(\ell_1\) methods for \(\ell_p\) regularization problems
- Envelope-based sparse reduced-rank regression for multivariate linear model
- A sparse PLS for variable selection when integrating omics data
- On distribution-weighted partial least squares with diverging number of highly correlated predictors
- On Cross-Validation for Sparse Reduced Rank Regression
- Nonparametric independence screening for ultra-high-dimensional longitudinal data under additive models
- Sparse matrix transform based weight updating in partial least squares regression
- Correlated component regression: re-thinking regression in the presence of near collinearity
- Automatic odor prediction for electronic nose
- Projection correlation between scalar and vector variables and its use in feature screening with multi-response data
- Dimension-wise sparse low-rank approximation of a matrix with application to variable selection in high-dimensional integrative analyzes of association
- An enhanced random forest with canonical partial least squares for classification
- Combining clustering of variables and feature selection using random forests
- Temporal prediction of future state occupation in a multistate model from high-dimensional baseline covariates via pseudo-value regression
- Pairwise directions estimation for multivariate response regression data
- [HDDA] sparse subspace constrained partial least squares
- SNP selection for predicting a quantitative trait
- Sparse alternatives to ridge regression: a random effects approach
- Variable selection models based on multiple imputation with an application for predicting median effective dose and maximum effect
- Partial correlation estimation by joint sparse regression models
- Integration and variable selection of `omics' data sets with PLS: a survey
- Estimating and correcting optimism bias in multivariate PLS regression: application to the study of the association between single nucleotide polymorphisms and multivariate traits in attention deficit hyperactivity disorder
- Structured Ordinary Least Squares: A Sufficient Dimension Reduction approach for regressions with partitioned predictors and heterogeneous units
- Bayesian sparse partial least squares
- Prediction risk for the horseshoe regression
- Transformed partial least squares for multivariate data
- Variable selection methods in high-dimensional regression -- a simulation study
- Summaries of three keynote lectures at the SAE – 2018
- A Review of Envelope Models
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- Partial least squares for simultaneous reduction of response and predictor vectors in regression
- The EAS approach to variable selection for multivariate response data in high-dimensional settings
- Scalable Model-Free Feature Screening via Sliced-Wasserstein Dependency
- Risk spillover network structure learning for correlated financial assets: a directed acyclic graph approach
- On model-based clustering of directional data with heavy tails
- Elegant robustification of sparse partial least squares by robustness-inducing transformations
- Low-Rank Regression Models for Multiple Binary Responses and their Applications to Cancer Cell-Line Encyclopedia Data
- Sparse dimension reduction based on energy and ball statistics
- Envelopes and principal component regression
- Asymptotic distribution of one-component partial least squares regression estimators in high dimensions
- Variable selection in multivariate regression models with measurement error in covariates
- Variable selection using axis-aligned random projections for partial least-squares regression
- Sparse functional linear models via calibrated concave-convex procedure
- Partial least squares algorithms and methods
- Locally sparse and robust partial least squares in scalar-on-function regression
- Merging two cultures: deep and statistical learning
- Variable selection in linear regression models: choosing the best subset is not always the best choice
- Integrative sparse partial least squares
- A Comprehensive Bayesian Framework for Envelope Models
- Shrinkage for extreme partial least-squares
- A fully Bayesian approach to sparse reduced-rank multivariate regression
- Predicting milk traits from spectral data using Bayesian probabilistic partial least squares regression
- Ultra-high dimensional longitudinal quantile feature screening based on modified Cholesky decomposition
- Supervised learning of outcome-relevant items from a questionnaire via mixed integer optimization
- Multivariate regression with measurement error: bias analysis and estimation
- A non-asymptotic analysis of the single component PLS regression
- Estimation of impact ranges for functional valued predictors
- Heterogeneity exploration for multi-response regression
- Sparse partial least-squares regression for high-throughput survival data analysis
- Robust feature screening via Grothendieck's correlation with FDR control
- A model-free multivariate non-recursive feature elimination for feature selection on high-dimensional complex multiple response data
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