Supervised Principal Component Regression for Functional Responses with High Dimensional Predictors
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Cites work
- A direct approach to sparse discriminant analysis in ultra-high dimensions
- A penalized matrix decomposition, with applications to sparse principal components and canonical correlation analysis
- Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation
- Estimation of (near) low-rank matrices with noise and high-dimensional scaling
- Functional Data Analysis for Sparse Longitudinal Data
- Generalized functional linear models with semiparametric single-index interactions
- I-LAMM for sparse learning: simultaneous control of algorithmic complexity and statistical error
- Multivariate functional response low‐rank regression with an application to brain imaging data
- Partially functional linear regression in high dimensions
- Penalized classification using Fisher's linear discriminant
- Prediction by Supervised Principal Components
- Regression Analysis for a Functional Response
- Regularized estimation of large covariance matrices
- Simultaneous analysis of Lasso and Dantzig selector
- Sparse Generalized Eigenvalue Problem: Optimal Statistical Rates via Truncated Rayleigh Flow
- Supervised singular value decomposition and its asymptotic properties
- The function-on-scalar LASSO with applications to longitudinal GWAS
- Variable selection in function-on-scalar regression
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