VC-PCR: a prediction method based on variable selection and clustering

DOI10.1111/STAN.12358MaRDI QIDQ7014750zbMATH OpenFDO

Authors Rebecca Marion, Johannes Christof Lederer, Bernadette Goevarts, Rainer von Sachs

Publication date 10 March 2025

Published in Statistica Neerlandica (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1111/STAN.12358

zbMATH Keywords

dimensionality reductionlatent variablesnonnegative matrix factorizationsparsityvariable clustering

Mathematics Subject Classification ID

Statistics (62-XX)

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• Simultaneous supervised clustering and feature selection over a graph
• Sparse regression with exact clustering
• Sparsity and Smoothness Via the Fused Lasso
• Split Regularized Regression

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