On principal components regression, random projections, and column subsampling
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Publication:1616329
DOI10.1214/18-EJS1486zbMath1414.62219arXiv1709.08104OpenAlexW2963022876MaRDI QIDQ1616329
Publication date: 1 November 2018
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1709.08104
Factor analysis and principal components; correspondence analysis (62H25) Linear regression; mixed models (62J05)
Related Items (6)
High-dimensional clustering via random projections ⋮ Dimensionality Reduction, Regularization, and Generalization in Overparameterized Regressions ⋮ Sketching for Principal Component Regression ⋮ Reduced rank regression with matrix projections for high-dimensional multivariate linear regression model ⋮ Thin-shell theory for rotationally invariant random simplices ⋮ Unnamed Item
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