DALASS: variable selection in discriminant analysis via the LASSO

DOI10.1016/j.csda.2006.12.046zbMath1161.62379OpenAlexW2053150383MaRDI QIDQ1020007

Nickolay T. Trendafilov, Ian T. Jolliffe

Publication date: 29 May 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2006.12.046

zbMATH Keywords

penalty functioncanonical variatescontinuous-time constrained optimizationLASSO constraintorthogonal canonical variatessteepest ascent vector flows on manifolds

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of dynamical systems (37N99)

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Uses Software

• Matlab
• MINITAB
• SPSS
• ElemStatLearn

Cites Work

• Projected gradient approach to the numerical solution of the SCoTLASS
• Principal component analysis.
• Concept decompositions for large sparse text data using clustering
• The elements of statistical learning. Data mining, inference, and prediction
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