Spectral preconditioning of Krylov spaces: combining PLS and PC regression

DOI10.1016/j.csda.2007.09.014zbMath1452.62084OpenAlexW2069370223MaRDI QIDQ1023588

Athanassios Kondylis, Joe Whittaker

Publication date: 12 June 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.2007.09.014

zbMATH Keywords

partial least squarespreconditioningdimension reductionprincipal componentsshrinkagecyclic subspace regressionorthogonal signal correction

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05)

Related Items (3)

A two-step PLS inspired method for linear prediction with group effect ⋮ Krylov Sequences as a Tool for Analysing Iterated Regression Algorithms ⋮ Comments on: Augmenting the bootstrap to analyze high dimensional genomic data

Cites Work

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