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An iterative penalized least squares approach to sparse canonical correlation analysis - MaRDI portal

An iterative penalized least squares approach to sparse canonical correlation analysis (Q5214541)

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scientific article; zbMATH DE number 7165218
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An iterative penalized least squares approach to sparse canonical correlation analysis
scientific article; zbMATH DE number 7165218

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    An iterative penalized least squares approach to sparse canonical correlation analysis (English)
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    7 February 2020
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    canonical correlation analysis (CCA)
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    LASSO
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    penalized least squares
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    sparsity
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    ultra-high dimensions
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