A faster algorithm for ridge regression of reduced rank data
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Publication:1608900
DOI10.1016/S0167-9473(02)00034-8zbMath0993.62054MaRDI QIDQ1608900
Xiangrong Yin, Douglas M. Hawkins
Publication date: 13 August 2002
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
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Related Items (9)
Fast Cross-validation for Multi-penalty High-dimensional Ridge Regression ⋮ The complexity of primal-dual fixed point methods for ridge regression ⋮ On adaptive block coordinate descent methods for ridge regression ⋮ Fast model-fitting of Bayesian variable selection regression using the iterative complex factorization algorithm ⋮ Two-parameter ridge regression and its convergence to the eventual pairwise model ⋮ An even faster algorithm for ridge regression of reduced rank data ⋮ A new accelerated algorithm for ill-conditioned ridge regression problems ⋮ Variant of greedy randomized Kaczmarz for ridge regression ⋮ Maximizing the predictivity of smooth deformable image warps through cross-validation
Uses Software
Cites Work
- Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
- On the structure of partial least squares regression
- Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
- Detection of Influential Observation in Linear Regression
- The Peculiar Shrinkage Properties of Partial Least Squares Regression
- A Statistical View of Some Chemometrics Regression Tools
- Ridge Regression: Biased Estimation for Nonorthogonal Problems
- Some Comments on C P
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