PLS for Big Data: a unified parallel algorithm for regularised group PLS

DOI10.1214/19-SS125zbMath1431.62249arXiv1702.07066OpenAlexW2971816392MaRDI QIDQ2323935

Pierre Lafaye de Micheaux, Bernoît Liquet, Matthew William Sutton

Publication date: 13 September 2019

Published in: Statistics Surveys (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1702.07066

zbMATH Keywords

singular value decompositionpartial least squareshigh dimensional dataLasso penalties

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Measures of association (correlation, canonical correlation, etc.) (62H20) Statistical aspects of big data and data science (62R07)

Related Items (1)

PLS for Big Data: a unified parallel algorithm for regularised group PLS

Uses Software

• R
• VGAM
• glasso
• glmnet
• mixOmics
• ElemStatLearn
• plsdof
• MNIST
• selectiveInference
• PMA
• covTest
• biglasso
• irlba
• GitHub
• EMNIST

Cites Work

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